+1,024.7%
XLE vs NTAP
+2,013.2%
-988.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +11.8% | -0.5% | +12.3% | +11.8% |
| 3M | +9.8% | +4.1% | +5.8% | +8.9% |
| 6M | +15.6% | +88.0% | -72.4% | +4.5% |
| YTD | +45.3% | +75.6% | -30.3% | +32.4% |
| 1Y | +48.3% | +58.9% | -10.6% | +37.0% |
| 3Y | +55.4% | +153.6% | -98.1% | +32.4% |
| 5Y | +216.1% | +127.6% | +88.5% | +171.8% |
| 10Y | +178.4% | +580.4% | -402.0% | +105.6% |
| All | +1,024.7% | +2,013.2% | -988.4% | +624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling