+164.5%
XLB vs NTAP
+581.2%
-416.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | -2.9% | +2.2% | -5.1% | -3.6% |
| 30D | -3.4% | -7.0% | +3.7% | -1.5% |
| 3M | +1.6% | +12.3% | -10.7% | -2.5% |
| 6M | +3.6% | +85.1% | -81.5% | -16.3% |
| YTD | +14.2% | +74.8% | -60.5% | -6.4% |
| 1Y | +15.6% | +52.7% | -37.1% | -1.4% |
| 3Y | +33.1% | +147.7% | -114.6% | -7.5% |
| 5Y | +35.0% | +124.8% | -89.7% | -4.8% |
| 10Y | +164.5% | +589.7% | -425.2% | +26.8% |
| All | +164.5% | +581.2% | -416.6% | +26.8% |
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 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