+554.0%
XYZ vs NTAP
+607.0%
-53.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +12.1% | -15.1% | +27.2% | +21.7% |
| 30D | +12.4% | -28.1% | +40.4% | +32.3% |
| 3M | +8.2% | -11.4% | +19.6% | +12.0% |
| 6M | +20.7% | +52.2% | -31.5% | -12.7% |
| YTD | +31.3% | +60.4% | -29.1% | -8.7% |
| 1Y | +20.5% | +51.0% | -30.5% | -13.4% |
| 3Y | +72.6% | +135.6% | -62.9% | -11.5% |
| 5Y | -64.0% | +107.5% | -171.5% | -79.6% |
| 10Y | +601.8% | +608.6% | -6.8% | +119.9% |
| All | +554.0% | +607.0% | -53.0% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling