+163.9%
XLE vs NTAP
+608.6%
-444.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.7% |
| 7D | -7.9% | -5.0% | -2.9% | -6.6% |
| 30D | -4.8% | -25.8% | +20.9% | +3.5% |
| 3M | +8.4% | -6.9% | +15.2% | +9.3% |
| 6M | +12.7% | +50.0% | -37.3% | -4.9% |
| YTD | +41.3% | +66.9% | -25.7% | +13.9% |
| 1Y | +42.3% | +58.3% | -16.0% | +16.7% |
| 3Y | +65.1% | +145.1% | -80.1% | +8.3% |
| 5Y | +150.2% | +114.2% | +36.0% | +69.3% |
| 10Y | +163.9% | +576.6% | -412.6% | +27.3% |
| All | +163.9% | +608.6% | -444.7% | +27.3% |
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