+40.9%
XYZ vs NTAP
+149.9%
-109.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -1.7% | -0.5% | -1.2% | -1.8% |
| 3M | +16.7% | +4.1% | +12.7% | +14.0% |
| 6M | +26.9% | +88.0% | -61.1% | -7.3% |
| YTD | +27.1% | +75.6% | -48.4% | -4.2% |
| 1Y | +9.3% | +58.9% | -49.7% | -13.7% |
| All | +40.9% | +149.9% | -109.0% | -18.6% |
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