+198.3%
W vs NTAP
+471.9%
-273.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +1.1% | -7.8% | +8.8% | +5.9% |
| 30D | +6.4% | -25.8% | +32.2% | +25.5% |
| 3M | +9.0% | -11.2% | +20.2% | +13.6% |
| 6M | +69.8% | +49.9% | +19.9% | +22.8% |
| YTD | +12.1% | +66.9% | -54.8% | -25.5% |
| 1Y | 0.0% | +58.8% | -58.8% | -31.5% |
| 3Y | +160.3% | +140.8% | +19.5% | +34.1% |
| 5Y | -53.3% | +115.0% | -168.3% | -73.5% |
| 10Y | +217.0% | +570.8% | -353.8% | +14.2% |
| All | +198.3% | +471.9% | -273.6% | -10.1% |
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