+59.3%
XLF vs NTAP
+124.7%
-65.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +2.7% | +7.2% | -4.5% | +1.1% |
| 30D | +7.6% | -18.4% | +26.0% | +11.9% |
| 3M | +1.1% | -11.3% | +12.4% | +2.7% |
| 6M | +15.9% | +53.8% | -37.9% | +1.1% |
| YTD | +8.4% | +72.0% | -63.5% | -9.0% |
| 1Y | +12.5% | +68.0% | -55.5% | -5.1% |
| 3Y | +81.6% | +149.5% | -67.9% | +25.3% |
| All | +59.3% | +124.7% | -65.5% | +9.9% |
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