+580.0%
XYZ vs NTAP
+583.2%
-3.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -4.3% |
| 7D | +2.9% | +3.3% | -0.4% | +0.9% |
| 30D | +1.4% | -0.2% | +1.6% | +1.1% |
| 3M | +14.6% | +11.4% | +3.2% | +5.9% |
| 6M | +20.8% | +88.7% | -67.9% | -22.0% |
| YTD | +23.1% | +78.9% | -55.9% | -18.2% |
| 1Y | +5.6% | +58.8% | -53.2% | -24.5% |
| 3Y | +50.9% | +153.5% | -102.6% | -25.1% |
| 5Y | -68.6% | +136.7% | -205.3% | -83.4% |
| 10Y | +580.0% | +590.2% | -10.2% | +125.3% |
| All | +580.0% | +583.2% | -3.2% | +125.3% |
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 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