+214.5%
BAC vs NTAP
+600.9%
-386.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +1.5% | +9.9% | -8.4% | -2.0% |
| 30D | -6.4% | -22.1% | +15.8% | +1.9% |
| 3M | -21.7% | -7.7% | -14.0% | -20.3% |
| 6M | +0.5% | +60.9% | -60.4% | -19.5% |
| YTD | -6.7% | +76.4% | -83.1% | -28.8% |
| 1Y | -4.7% | +69.3% | -74.0% | -26.1% |
| 3Y | +96.1% | +154.6% | -58.6% | +19.8% |
| 5Y | +21.7% | +131.4% | -109.8% | -23.9% |
| All | +214.5% | +600.9% | -386.4% | +18.0% |
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 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