+43.2%
XLP vs NTAP
+144.3%
-101.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -7.8% | +10.1% | +2.2% |
| 30D | +9.1% | -25.8% | +34.9% | +8.7% |
| 3M | +7.9% | -11.2% | +19.1% | +7.5% |
| 6M | +9.6% | +49.9% | -40.3% | +8.4% |
| YTD | +19.4% | +66.9% | -47.4% | +17.7% |
| 1Y | +22.4% | +58.8% | -36.5% | +20.7% |
| 3Y | +43.2% | +140.8% | -97.6% | +39.0% |
| All | +43.2% | +144.3% | -101.1% | +39.0% |
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