+71.5%
XLI vs NTAP
+148.4%
-77.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | +3.8% | +7.2% | -3.4% | +2.5% |
| 30D | +1.0% | -18.4% | +19.4% | +4.3% |
| 3M | -8.9% | -11.3% | +2.4% | -7.6% |
| 6M | -2.3% | +53.8% | -56.0% | -11.7% |
| YTD | +9.7% | +72.0% | -62.3% | -3.9% |
| 1Y | +12.3% | +68.0% | -55.7% | -1.1% |
| 3Y | +71.5% | +149.5% | -78.0% | +41.5% |
| All | +71.5% | +148.4% | -77.0% | +41.5% |
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