+149.9%
XLE vs NTAP
+106.9%
+43.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | -15.1% | +3.1% | -9.4% |
| 30D | -2.7% | -28.1% | +25.3% | +2.8% |
| 3M | +6.6% | -11.4% | +18.0% | +8.1% |
| 6M | +9.5% | +52.2% | -42.7% | -2.1% |
| YTD | +40.6% | +60.4% | -19.9% | +23.4% |
| 1Y | +43.6% | +51.0% | -7.4% | +27.8% |
| 3Y | +58.1% | +135.6% | -77.5% | +17.3% |
| All | +149.9% | +106.9% | +43.0% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling