+248.8%
XLF vs NTAP
+650.8%
-401.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.9% | -1.9% |
| 7D | -1.5% | +7.4% | -8.8% | -3.7% |
| 30D | -1.2% | -1.4% | +0.2% | -1.0% |
| 3M | +9.2% | +24.6% | -15.4% | +1.2% |
| 6M | +16.3% | +105.9% | -89.6% | -10.5% |
| YTD | +5.4% | +88.5% | -83.1% | -16.8% |
| 1Y | +7.6% | +62.1% | -54.5% | -10.9% |
| 3Y | +74.2% | +169.1% | -94.8% | +14.5% |
| 5Y | +66.1% | +141.9% | -75.7% | +11.4% |
| All | +248.8% | +650.8% | -401.9% | +47.2% |
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 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