+1,117.4%
XLI vs NTAP
+2,013.2%
-895.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -5.9% | -0.5% | -5.4% | -5.9% |
| 3M | -0.3% | +4.1% | -4.3% | -1.3% |
| 6M | +0.1% | +88.0% | -87.8% | -11.4% |
| YTD | +13.6% | +75.6% | -62.0% | +1.5% |
| 1Y | +17.2% | +58.9% | -41.7% | +6.4% |
| 3Y | +68.2% | +153.6% | -85.4% | +38.8% |
| 5Y | +80.7% | +127.6% | -46.9% | +51.0% |
| 10Y | +253.3% | +580.4% | -327.1% | +141.1% |
| All | +1,117.4% | +2,013.2% | -895.7% | +492.9% |
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 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