+37.8%
XLC vs NTAP
+135.7%
-97.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +0.6% | +3.3% | -2.7% | -0.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +0.6% | +11.4% | -10.7% | -2.6% |
| 6M | -4.5% | +88.7% | -93.2% | -22.2% |
| YTD | -4.7% | +78.9% | -83.6% | -21.4% |
| 1Y | -1.7% | +58.8% | -60.5% | -15.8% |
| 3Y | +72.3% | +153.5% | -81.3% | +16.0% |
| 5Y | +37.8% | +136.7% | -99.0% | -10.4% |
| All | +37.8% | +135.7% | -97.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling