+532.2%
BE vs NTAP
+124.7%
+407.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.1% |
| 7D | +10.8% | +7.2% | +3.6% | +5.9% |
| 30D | -19.8% | -18.4% | -1.4% | -6.4% |
| 3M | -18.7% | -11.3% | -7.4% | -10.3% |
| 6M | -33.7% | +53.8% | -87.5% | -52.4% |
| YTD | +121.0% | +72.0% | +49.0% | +42.2% |
| 1Y | +85.4% | +68.0% | +17.4% | +22.5% |
| 3Y | +1,709.5% | +149.5% | +1,560.0% | +695.6% |
| All | +532.2% | +124.7% | +407.5% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling