+210.1%
W vs NTAP
+583.1%
-373.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +2.0% |
| 7D | +0.2% | +7.2% | -7.0% | -4.2% |
| 30D | +6.8% | -18.4% | +25.2% | +20.1% |
| 3M | +10.7% | -11.3% | +22.0% | +15.8% |
| 6M | +86.3% | +53.8% | +32.6% | +27.9% |
| YTD | +11.5% | +72.0% | -60.5% | -30.6% |
| 1Y | +5.1% | +68.0% | -62.9% | -33.7% |
| 3Y | +171.0% | +149.5% | +21.5% | +24.9% |
| 5Y | -56.6% | +125.6% | -182.2% | -77.8% |
| All | +210.1% | +583.1% | -373.0% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling