-68.9%
XYZ vs NTAP
+128.6%
-197.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | -1.7% | -0.5% | -1.2% | -2.0% |
| 3M | +16.7% | +4.1% | +12.7% | +11.9% |
| 6M | +26.9% | +88.0% | -61.1% | -23.5% |
| YTD | +27.1% | +75.6% | -48.4% | -19.8% |
| 1Y | +9.3% | +58.9% | -49.7% | -25.9% |
| 3Y | +42.3% | +153.6% | -111.3% | -46.3% |
| All | -68.9% | +128.6% | -197.5% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling