+72.6%
XYZ vs NTAP
+135.3%
-62.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +12.1% | -15.1% | +27.2% | +17.7% |
| 30D | +12.4% | -28.1% | +40.4% | +24.0% |
| 3M | +8.2% | -11.4% | +19.6% | +10.3% |
| 6M | +20.7% | +52.2% | -31.5% | -3.9% |
| YTD | +31.3% | +60.4% | -29.1% | +1.5% |
| 1Y | +20.5% | +51.0% | -30.5% | -4.5% |
| 3Y | +72.6% | +135.6% | -62.9% | +20.2% |
| All | +72.6% | +135.3% | -62.7% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling