+103.1%
XLP vs NTAP
+576.5%
-473.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -0.9% | -0.5% | -0.3% | -0.9% |
| 3M | +3.8% | +4.1% | -0.3% | +2.9% |
| 6M | -1.7% | +88.0% | -89.7% | -11.3% |
| YTD | +10.3% | +75.6% | -65.3% | +0.4% |
| 1Y | +7.8% | +58.9% | -51.1% | -0.5% |
| 3Y | +27.2% | +153.6% | -126.4% | +5.3% |
| 5Y | +32.5% | +127.6% | -95.1% | +10.4% |
| All | +103.1% | +576.5% | -473.4% | +31.6% |
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