+64.3%
XLF vs NTAP
+140.4%
-76.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.9% | -1.3% |
| 7D | -1.5% | +7.4% | -8.8% | -3.2% |
| 30D | -1.2% | -1.4% | +0.2% | -1.0% |
| 3M | +9.2% | +24.6% | -15.4% | +3.1% |
| 6M | +16.3% | +105.9% | -89.6% | -5.7% |
| YTD | +5.4% | +88.5% | -83.1% | -12.7% |
| 1Y | +7.6% | +62.1% | -54.5% | -7.0% |
| 3Y | +74.2% | +169.1% | -94.8% | +19.6% |
| All | +64.3% | +140.4% | -76.1% | +12.6% |
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 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