+707.7%
BE vs NTAP
+193.5%
+514.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.7% |
| 7D | +20.5% | +9.9% | +10.7% | +13.7% |
| 30D | -23.4% | -22.1% | -1.2% | -8.7% |
| 3M | -14.9% | -7.7% | -7.2% | -9.0% |
| 6M | -28.1% | +60.9% | -89.0% | -48.5% |
| YTD | +132.4% | +76.4% | +56.0% | +53.3% |
| 1Y | +59.4% | +69.3% | -10.0% | +9.1% |
| 3Y | +1,815.8% | +154.6% | +1,661.2% | +869.9% |
| 5Y | +491.3% | +131.4% | +359.9% | +219.7% |
| All | +707.7% | +193.5% | +514.3% | +255.0% |
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