+53.3%
XLE vs NTAP
+61.9%
-8.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | +12.6% | -0.2% | +12.8% | +12.6% |
| 3M | +11.8% | +11.4% | +0.5% | +11.4% |
| 6M | +16.1% | +88.7% | -72.6% | +10.8% |
| YTD | +46.9% | +78.9% | -32.1% | +40.5% |
| 1Y | +53.3% | +58.8% | -5.6% | +49.2% |
| All | +53.3% | +61.9% | -8.7% | +49.2% |
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 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