+163.6%
W vs NTAP
+501.7%
-338.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | -0.8% | -3.4% | -3.7% |
| 30D | -7.6% | -0.5% | -7.0% | -8.0% |
| 3M | +37.2% | +4.1% | +33.1% | +32.3% |
| 6M | +26.3% | +88.0% | -61.6% | -19.3% |
| YTD | -1.0% | +75.6% | -76.5% | -34.5% |
| 1Y | +20.1% | +58.9% | -38.8% | -15.9% |
| 3Y | +37.8% | +153.6% | -115.8% | -29.1% |
| 5Y | -63.7% | +127.6% | -191.3% | -79.6% |
| 10Y | +156.3% | +580.4% | -424.0% | -7.4% |
| All | +163.6% | +501.7% | -338.1% | -21.0% |
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