+136.0%
XLC vs NTAP
+191.1%
-55.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +3.7% | +7.2% | -3.5% | +1.7% |
| 30D | -1.9% | -18.4% | +16.5% | +3.0% |
| 3M | -3.1% | -11.3% | +8.2% | -1.1% |
| 6M | -6.4% | +53.8% | -60.1% | -20.2% |
| YTD | -6.8% | +72.0% | -78.8% | -23.9% |
| 1Y | -1.7% | +68.0% | -69.7% | -19.2% |
| 3Y | +64.7% | +149.5% | -84.8% | +13.4% |
| 5Y | +41.1% | +125.6% | -84.5% | -1.2% |
| All | +136.0% | +191.1% | -55.1% | +33.2% |
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