+164.2%
XLB vs NTAP
+583.1%
-419.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.5% |
| 7D | +0.5% | +7.2% | -6.7% | -1.4% |
| 30D | +5.2% | -18.4% | +23.5% | +10.5% |
| 3M | +0.3% | -11.3% | +11.6% | +2.4% |
| 6M | +1.2% | +53.8% | -52.6% | -14.3% |
| YTD | +16.6% | +72.0% | -55.3% | -5.3% |
| 1Y | +21.4% | +68.0% | -46.6% | -0.8% |
| 3Y | +43.2% | +149.5% | -106.3% | -2.2% |
| 5Y | +28.0% | +125.6% | -97.5% | -11.1% |
| All | +164.2% | +583.1% | -419.0% | +27.4% |
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