+391.8%
BAC vs NTAP
+583.2%
-191.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | +1.2% | +3.3% | -2.1% | -0.1% |
| 30D | -0.7% | -0.2% | -0.5% | -0.9% |
| 3M | +16.9% | +11.4% | +5.5% | +11.4% |
| 6M | +29.6% | +88.7% | -59.1% | -2.1% |
| YTD | +15.3% | +78.9% | -63.7% | -11.6% |
| 1Y | +28.8% | +58.8% | -30.0% | +3.4% |
| 3Y | +136.4% | +153.5% | -17.2% | +46.4% |
| 5Y | +72.9% | +136.7% | -63.8% | +8.0% |
| 10Y | +391.8% | +590.2% | -198.4% | +76.1% |
| All | +391.8% | +583.2% | -191.4% | +76.1% |
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