-4.1%
XLY vs NTAP
+63.1%
-67.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | 0.0% |
| 7D | -1.7% | +7.4% | -9.1% | -2.5% |
| 30D | -4.2% | -1.4% | -2.8% | -4.1% |
| 3M | -2.7% | +24.6% | -27.2% | -5.4% |
| 6M | -0.6% | +105.9% | -106.5% | -12.8% |
| YTD | -5.0% | +88.5% | -93.5% | -14.7% |
| 1Y | -4.1% | +62.1% | -66.2% | -10.1% |
| All | -4.1% | +63.1% | -67.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling