+832.0%
XLB vs NTAP
+1,908.4%
-1,076.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +0.5% | -7.8% | +8.2% | +1.7% |
| 30D | +6.9% | -25.8% | +32.7% | +11.4% |
| 3M | -0.2% | -11.2% | +11.1% | +1.0% |
| 6M | +3.3% | +49.9% | -46.6% | -4.3% |
| YTD | +18.0% | +66.9% | -48.8% | +7.3% |
| 1Y | +24.2% | +58.8% | -34.6% | +13.7% |
| 3Y | +44.7% | +140.8% | -96.1% | +22.6% |
| 5Y | +31.6% | +115.0% | -83.4% | +12.9% |
| 10Y | +164.2% | +570.8% | -406.6% | +89.8% |
| All | +832.0% | +1,908.4% | -1,076.4% | +461.5% |
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