+3,310.4%
V vs NTAP
+1,003.3%
+2,307.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.2% | -15.1% | +17.2% | +6.8% |
| 30D | +13.6% | -28.1% | +41.7% | +24.1% |
| 3M | +14.3% | -11.4% | +25.7% | +16.8% |
| 6M | +33.1% | +52.2% | -19.1% | +12.7% |
| YTD | +21.2% | +60.4% | -39.2% | +0.1% |
| 1Y | +26.4% | +51.0% | -24.6% | +6.2% |
| 3Y | +77.6% | +135.6% | -58.0% | +23.2% |
| 5Y | +102.6% | +107.5% | -4.9% | +44.5% |
| 10Y | +464.4% | +608.6% | -144.2% | +149.0% |
| All | +3,310.4% | +1,003.3% | +2,307.0% | +1,012.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling