+135.8%
XLC vs NTAP
+193.9%
-58.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.3% |
| 7D | +3.5% | -2.4% | +5.9% | +4.0% |
| 30D | -2.6% | -23.4% | +20.9% | +4.2% |
| 3M | -2.1% | -7.5% | +5.4% | -1.2% |
| 6M | -5.5% | +56.4% | -61.9% | -19.8% |
| YTD | -6.9% | +73.6% | -80.5% | -24.2% |
| 1Y | -3.7% | +68.4% | -72.1% | -20.9% |
| 3Y | +64.2% | +150.6% | -86.4% | +13.0% |
| 5Y | +43.0% | +122.5% | -79.4% | +0.6% |
| All | +135.8% | +193.9% | -58.1% | +32.7% |
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