+139.5%
XLP vs NTAP
+583.1%
-443.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +2.5% | +7.2% | -4.7% | +1.7% |
| 30D | +7.3% | -18.4% | +25.7% | +9.6% |
| 3M | +8.1% | -11.3% | +19.4% | +9.0% |
| 6M | +10.5% | +53.8% | -43.3% | +2.3% |
| YTD | +21.2% | +72.0% | -50.8% | +9.9% |
| 1Y | +22.7% | +68.0% | -45.3% | +11.6% |
| 3Y | +44.8% | +149.5% | -104.7% | +19.5% |
| 5Y | +44.7% | +125.6% | -80.9% | +20.0% |
| All | +139.5% | +583.1% | -443.6% | +57.7% |
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 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