+237.7%
BAC vs NTAP
+575.4%
-337.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.1% | -7.8% | +9.8% | +4.9% |
| 30D | -6.7% | -25.8% | +19.1% | +3.4% |
| 3M | -20.2% | -11.2% | -9.0% | -17.7% |
| 6M | -0.2% | +49.9% | -50.1% | -17.9% |
| YTD | -6.4% | +66.9% | -73.2% | -27.1% |
| 1Y | -3.1% | +58.8% | -61.9% | -23.1% |
| 3Y | +96.7% | +140.8% | -44.1% | +22.5% |
| 5Y | +21.3% | +115.0% | -93.7% | -22.1% |
| 10Y | +237.7% | +570.8% | -333.1% | +23.8% |
| All | +237.7% | +575.4% | -337.7% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling