+170.7%
XLE vs NTAP
+583.2%
-412.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | 0.0% | +3.3% | -3.3% | -1.0% |
| 30D | +12.6% | -0.2% | +12.8% | +12.6% |
| 3M | +11.8% | +11.4% | +0.5% | +7.3% |
| 6M | +16.1% | +88.7% | -72.6% | -8.5% |
| YTD | +46.9% | +78.9% | -32.1% | +17.3% |
| 1Y | +53.3% | +58.8% | -5.6% | +27.1% |
| 3Y | +54.9% | +153.5% | -98.6% | +2.1% |
| 5Y | +225.7% | +136.7% | +89.0% | +115.2% |
| 10Y | +170.7% | +590.2% | -419.5% | +21.2% |
| All | +170.7% | +583.2% | -412.5% | +21.2% |
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