+820.5%
XLB vs NTAP
+2,013.2%
-1,192.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -0.4% | -0.5% | +0.2% | -0.4% |
| 3M | +2.0% | +4.1% | -2.1% | +1.0% |
| 6M | +1.8% | +88.0% | -86.1% | -8.5% |
| YTD | +16.6% | +75.6% | -59.0% | +5.7% |
| 1Y | +16.9% | +58.9% | -42.0% | +7.5% |
| 3Y | +32.6% | +153.6% | -121.0% | +12.1% |
| 5Y | +35.6% | +127.6% | -92.0% | +16.0% |
| 10Y | +160.0% | +580.4% | -420.4% | +87.2% |
| All | +820.5% | +2,013.2% | -1,192.7% | +453.3% |
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