+179.2%
XLE vs NTAP
+583.1%
-404.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | +5.4% | +7.2% | -1.8% | +3.2% |
| 30D | -3.9% | -18.4% | +14.4% | +1.6% |
| 3M | +7.0% | -11.3% | +18.3% | +9.6% |
| 6M | +14.2% | +53.8% | -39.6% | -4.3% |
| YTD | +48.2% | +72.0% | -23.8% | +18.3% |
| 1Y | +47.7% | +68.0% | -20.3% | +18.7% |
| 3Y | +70.0% | +149.5% | -79.5% | +11.0% |
| 5Y | +169.1% | +125.6% | +43.6% | +78.7% |
| All | +179.2% | +583.1% | -404.0% | +32.3% |
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