+1,106.7%
XLY vs NTAP
+2,169.1%
-1,062.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | -0.6% |
| 7D | -1.7% | +7.4% | -9.1% | -2.9% |
| 30D | -4.2% | -1.4% | -2.8% | -4.1% |
| 3M | -2.7% | +24.6% | -27.2% | -6.6% |
| 6M | -0.6% | +105.9% | -106.5% | -13.3% |
| YTD | -5.0% | +88.5% | -93.5% | -16.0% |
| 1Y | -4.1% | +62.1% | -66.2% | -13.0% |
| 3Y | +33.6% | +169.1% | -135.5% | +9.9% |
| 5Y | +28.7% | +141.9% | -113.2% | +7.5% |
| 10Y | +219.6% | +644.0% | -424.4% | +118.7% |
| All | +1,106.7% | +2,169.1% | -1,062.3% | +425.0% |
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