+169.4%
XLV vs NTAP
+650.8%
-481.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.7% | -1.8% |
| 7D | -3.6% | +7.4% | -10.9% | -4.9% |
| 30D | -1.8% | -1.4% | -0.5% | -1.8% |
| 3M | +7.8% | +24.6% | -16.8% | +2.8% |
| 6M | +9.1% | +105.9% | -96.8% | -7.2% |
| YTD | +7.7% | +88.5% | -80.8% | -6.9% |
| 1Y | +20.4% | +62.1% | -41.7% | +7.2% |
| 3Y | +30.8% | +169.1% | -138.3% | +0.5% |
| 5Y | +34.6% | +141.9% | -107.2% | +4.3% |
| All | +169.4% | +650.8% | -481.4% | +52.7% |
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