+977.1%
BE vs NTAP
+190.7%
+786.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.4% |
| 7D | +23.9% | +2.2% | +21.7% | +22.5% |
| 30D | +27.8% | -7.0% | +34.9% | +33.9% |
| 3M | +3.7% | +12.3% | -8.6% | -3.7% |
| 6M | +78.0% | +85.1% | -7.2% | +13.5% |
| YTD | +209.9% | +74.8% | +135.1% | +102.3% |
| 1Y | +389.6% | +52.7% | +336.9% | +254.9% |
| 3Y | +1,730.6% | +147.7% | +1,582.9% | +829.7% |
| 5Y | +1,227.8% | +124.8% | +1,103.0% | +616.8% |
| All | +977.1% | +190.7% | +786.4% | +368.3% |
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