+13.5%
U vs NTAP
+153.4%
-140.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.6% |
| 7D | +4.5% | +3.3% | +1.2% | +2.7% |
| 30D | -0.6% | -0.2% | -0.4% | -0.7% |
| 3M | +48.4% | +11.4% | +37.0% | +39.2% |
| 6M | +115.4% | +88.7% | +26.7% | +41.0% |
| YTD | -3.2% | +78.9% | -82.1% | -34.5% |
| 1Y | -6.0% | +58.8% | -64.9% | -30.7% |
| 3Y | +13.5% | +153.5% | -140.1% | -37.5% |
| All | +13.5% | +153.4% | -140.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling