+49.9%
XLE vs NTAP
+66.6%
-16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.7% |
| 7D | -7.2% | -16.1% | +8.9% | -6.8% |
| 30D | +0.1% | -15.9% | +16.1% | +0.5% |
| 3M | +9.2% | -1.2% | +10.4% | +8.9% |
| 6M | +8.4% | +70.1% | -61.7% | +5.4% |
| YTD | +44.9% | +77.9% | -33.1% | +39.3% |
| 1Y | +49.9% | +68.1% | -18.3% | +44.6% |
| All | +49.9% | +66.6% | -16.7% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling