+147.8%
XEL vs NTAP
+650.8%
-503.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -0.5% |
| 7D | -0.3% | +7.4% | -7.7% | -0.8% |
| 30D | -3.9% | -1.4% | -2.6% | -3.9% |
| 3M | -2.8% | +24.6% | -27.4% | -4.6% |
| 6M | -5.4% | +105.9% | -111.3% | -11.3% |
| YTD | +3.8% | +88.5% | -84.8% | -2.2% |
| 1Y | +6.8% | +62.1% | -55.3% | +2.0% |
| 3Y | +45.6% | +169.1% | -123.5% | +28.8% |
| 5Y | +30.7% | +141.9% | -111.2% | +16.0% |
| All | +147.8% | +650.8% | -503.0% | +81.7% |
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 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