+1,127.9%
XEL vs NTAP
+23,869.3%
-22,741.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +1.3% | +3.3% | -2.0% | +1.1% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -0.2% | +11.4% | -11.6% | -1.0% |
| 6M | -5.4% | +88.7% | -94.1% | -9.6% |
| YTD | +5.6% | +78.9% | -73.3% | +1.3% |
| 1Y | +10.5% | +58.8% | -48.4% | +6.6% |
| 3Y | +49.2% | +153.5% | -104.4% | +38.2% |
| 5Y | +30.1% | +136.7% | -106.6% | +20.5% |
| 10Y | +146.7% | +590.2% | -443.5% | +109.1% |
| All | +1,127.9% | +23,869.3% | -22,741.4% | +759.2% |
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