-62.1%
W vs NTAP
+135.7%
-197.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.9% |
| 7D | +6.5% | +3.3% | +3.2% | +3.8% |
| 30D | -6.2% | -0.2% | -6.0% | -7.0% |
| 3M | +48.9% | +11.4% | +37.5% | +34.4% |
| 6M | +31.2% | +88.7% | -57.5% | -30.5% |
| YTD | -0.4% | +78.9% | -79.4% | -45.5% |
| 1Y | +14.8% | +58.8% | -44.0% | -30.2% |
| 3Y | +40.5% | +153.5% | -113.0% | -54.9% |
| 5Y | -62.1% | +136.7% | -198.9% | -87.7% |
| All | -62.1% | +135.7% | -197.8% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling