+69.8%
XLI vs NTAP
+146.1%
-76.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -6.9% | -7.0% | +0.1% | -5.8% |
| 3M | -1.9% | +12.3% | -14.2% | -4.2% |
| 6M | +1.0% | +85.1% | -84.1% | -12.5% |
| YTD | +11.3% | +74.8% | -63.4% | -2.5% |
| 1Y | +15.8% | +52.7% | -36.9% | +4.7% |
| All | +69.8% | +146.1% | -76.4% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling