+58.1%
XLE vs NTAP
+135.3%
-77.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | -15.1% | +3.1% | -10.4% |
| 30D | -2.7% | -28.1% | +25.3% | +0.7% |
| 3M | +6.6% | -11.4% | +18.0% | +7.5% |
| 6M | +9.5% | +52.2% | -42.7% | +1.7% |
| YTD | +40.6% | +60.4% | -19.9% | +29.0% |
| 1Y | +43.6% | +51.0% | -7.4% | +33.0% |
| 3Y | +58.1% | +135.6% | -77.5% | +35.6% |
| All | +58.1% | +135.3% | -77.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling