+415.1%
XLF vs NTAP
+2,053.5%
-1,638.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | -0.5% | -0.2% | -0.3% | -0.6% |
| 3M | +10.6% | +11.4% | -0.7% | +7.9% |
| 6M | +14.3% | +88.7% | -74.4% | -0.4% |
| YTD | +5.5% | +78.9% | -73.4% | -7.3% |
| 1Y | +9.6% | +58.8% | -49.3% | -1.7% |
| 3Y | +75.2% | +153.5% | -78.4% | +40.8% |
| 5Y | +65.5% | +136.7% | -71.2% | +34.0% |
| 10Y | +246.4% | +590.2% | -343.7% | +123.9% |
| All | +415.1% | +2,053.5% | -1,638.4% | +113.6% |
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 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