+640.9%
XLU vs NTAP
+2,003.5%
-1,362.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | -0.4% | -7.0% | +6.6% | +0.1% |
| 3M | -1.7% | +12.3% | -14.0% | -2.9% |
| 6M | -7.1% | +85.1% | -92.2% | -12.4% |
| YTD | +1.9% | +74.8% | -72.8% | -3.5% |
| 1Y | +6.1% | +52.7% | -46.6% | +1.6% |
| 3Y | +48.8% | +147.7% | -98.9% | +35.3% |
| 5Y | +43.8% | +124.8% | -81.0% | +31.1% |
| 10Y | +143.2% | +589.7% | -446.5% | +98.1% |
| All | +640.9% | +2,003.5% | -1,362.6% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling