+44.2%
XLU vs NTAP
+140.4%
-96.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -0.9% |
| 7D | -1.6% | +7.4% | -9.0% | -2.1% |
| 30D | -3.3% | -1.4% | -1.9% | -3.3% |
| 3M | -3.2% | +24.6% | -27.7% | -4.9% |
| 6M | -7.0% | +105.9% | -112.8% | -13.5% |
| YTD | +0.6% | +88.5% | -87.9% | -5.7% |
| 1Y | +2.4% | +62.1% | -59.7% | -2.5% |
| 3Y | +46.3% | +169.1% | -122.8% | +28.0% |
| All | +44.2% | +140.4% | -96.2% | +23.6% |
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 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