+159.2%
W vs NTAP
+596.0%
-436.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.7% |
| 7D | +5.9% | +2.2% | +3.7% | +4.4% |
| 30D | -3.0% | -7.0% | +4.0% | +1.1% |
| 3M | +40.3% | +12.3% | +28.0% | +28.5% |
| 6M | +32.2% | +85.1% | -52.9% | -18.5% |
| YTD | -0.3% | +74.8% | -75.1% | -36.7% |
| 1Y | +16.2% | +52.7% | -36.5% | -19.3% |
| 3Y | +40.7% | +147.7% | -106.9% | -32.3% |
| 5Y | -62.3% | +124.8% | -187.1% | -80.2% |
| All | +159.2% | +596.0% | -436.8% | -13.9% |
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