+168.8%
XLB vs NTAP
+597.8%
-429.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | -0.8% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | +7.2% | -23.4% | +30.7% | +14.7% |
| 3M | 0.0% | -7.5% | +7.6% | +0.9% |
| 6M | +2.3% | +56.4% | -54.1% | -13.7% |
| YTD | +18.4% | +73.6% | -55.2% | -4.1% |
| 1Y | +23.3% | +68.4% | -45.1% | +0.8% |
| 3Y | +45.2% | +150.6% | -105.4% | -0.9% |
| 5Y | +31.0% | +122.5% | -91.5% | -8.6% |
| 10Y | +168.8% | +589.7% | -421.0% | +29.7% |
| All | +168.8% | +597.8% | -429.0% | +29.7% |
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