+139.9%
XLC vs NTAP
+195.8%
-56.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -0.9% | -7.0% | +6.1% | +1.0% |
| 3M | -0.3% | +12.3% | -12.6% | -4.1% |
| 6M | -5.2% | +85.1% | -90.3% | -23.0% |
| YTD | -5.3% | +74.8% | -80.1% | -22.1% |
| 1Y | -2.8% | +52.7% | -55.5% | -16.8% |
| 3Y | +71.2% | +147.7% | -76.4% | +19.8% |
| 5Y | +37.6% | +124.8% | -87.2% | -2.6% |
| All | +139.9% | +195.8% | -56.0% | +36.3% |
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 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