+45.4%
XEL vs NTAP
+144.6%
-99.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.1% |
| 7D | -1.2% | -1.0% | -0.3% | -1.3% |
| 30D | -2.9% | -7.5% | +4.6% | -3.3% |
| 3M | -2.7% | +14.6% | -17.3% | -1.8% |
| 6M | -6.5% | +91.0% | -97.5% | -2.7% |
| YTD | +3.6% | +73.7% | -70.1% | +7.2% |
| 1Y | +7.5% | +51.2% | -43.7% | +10.1% |
| All | +45.4% | +144.6% | -99.2% | +56.8% |
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