+44.0%
XLP vs NTAP
+124.7%
-80.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | +2.5% | +7.2% | -4.7% | +2.2% |
| 30D | +7.3% | -18.4% | +25.7% | +8.1% |
| 3M | +8.1% | -11.3% | +19.4% | +8.3% |
| 6M | +10.5% | +53.8% | -43.3% | +6.0% |
| YTD | +21.2% | +72.0% | -50.8% | +14.8% |
| 1Y | +22.7% | +68.0% | -45.3% | +16.4% |
| 3Y | +44.8% | +149.5% | -104.7% | +25.9% |
| All | +44.0% | +124.7% | -80.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling