+136.8%
XLP vs NTAP
+597.8%
-461.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | +8.3% | -23.4% | +31.8% | +11.5% |
| 3M | +8.7% | -7.5% | +16.2% | +9.0% |
| 6M | +11.2% | +56.4% | -45.2% | +2.8% |
| YTD | +20.0% | +73.6% | -53.6% | +8.8% |
| 1Y | +21.3% | +68.4% | -47.0% | +10.4% |
| 3Y | +43.8% | +150.6% | -106.7% | +18.7% |
| 5Y | +43.3% | +122.5% | -79.1% | +19.3% |
| 10Y | +136.8% | +589.7% | -453.0% | +56.2% |
| All | +136.8% | +597.8% | -461.0% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling