+42.1%
U vs NTAP
+65.9%
-23.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.8% | +5.9% |
| 7D | +2.6% | +7.2% | -4.6% | +0.5% |
| 30D | +27.6% | -18.4% | +45.9% | +35.6% |
| 3M | +15.3% | -11.3% | +26.7% | +19.1% |
| 6M | +96.4% | +53.8% | +42.6% | +64.2% |
| YTD | +19.6% | +72.0% | -52.4% | -5.1% |
| 1Y | +42.1% | +68.0% | -25.9% | +16.0% |
| All | +42.1% | +65.9% | -23.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling