+891.0%
XLV vs NTAP
+1,990.5%
-1,099.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | -1.4% | -7.5% | +6.1% | -0.5% |
| 3M | +8.9% | +14.6% | -5.8% | +6.7% |
| 6M | +9.1% | +91.0% | -81.9% | -0.3% |
| YTD | +7.9% | +73.7% | -65.8% | -0.3% |
| 1Y | +22.7% | +51.2% | -28.5% | +15.2% |
| 3Y | +31.9% | +146.1% | -114.2% | +14.9% |
| 5Y | +34.9% | +122.8% | -88.0% | +18.0% |
| 10Y | +173.9% | +585.5% | -411.6% | +104.4% |
| All | +891.0% | +1,990.5% | -1,099.5% | +392.3% |
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