-63.7%
XYZ vs NTAP
+124.7%
-188.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +4.2% |
| 7D | -1.1% | +7.2% | -8.3% | -5.0% |
| 30D | +11.5% | -18.4% | +29.9% | +23.2% |
| 3M | +1.8% | -11.3% | +13.1% | +5.5% |
| 6M | +21.2% | +53.8% | -32.6% | -17.9% |
| YTD | +29.9% | +72.0% | -42.0% | -20.2% |
| 1Y | +35.8% | +68.0% | -32.3% | -15.7% |
| 3Y | +62.6% | +149.5% | -86.9% | -41.7% |
| All | -63.7% | +124.7% | -188.4% | -86.0% |
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