+621.5%
XYZ vs NTAP
+597.8%
+23.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -2.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.1% |
| 30D | +11.6% | -23.4% | +35.0% | +27.5% |
| 3M | +8.4% | -7.5% | +15.9% | +9.8% |
| 6M | +17.2% | +56.4% | -39.2% | -17.4% |
| YTD | +31.7% | +73.6% | -41.9% | -13.8% |
| 1Y | +30.1% | +68.4% | -38.3% | -13.6% |
| 3Y | +66.4% | +150.6% | -84.1% | -20.3% |
| 5Y | -62.2% | +122.5% | -184.6% | -80.0% |
| 10Y | +621.5% | +589.7% | +31.8% | +109.7% |
| All | +621.5% | +597.8% | +23.8% | +109.7% |
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