+55.0%
XEL vs NTAP
+148.4%
-93.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | 0.0% |
| 7D | +2.4% | +7.2% | -4.8% | +2.8% |
| 30D | +8.3% | -18.4% | +26.7% | +7.2% |
| 3M | +4.2% | -11.3% | +15.5% | +3.6% |
| 6M | +3.7% | +53.8% | -50.0% | +6.8% |
| YTD | +13.1% | +72.0% | -58.9% | +17.4% |
| 1Y | +5.0% | +68.0% | -63.0% | +8.9% |
| 3Y | +55.0% | +149.5% | -94.5% | +71.5% |
| All | +55.0% | +148.4% | -93.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling