+911.5%
BE vs NTAP
+192.0%
+719.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -0.8% | +20.7% | +20.6% |
| 30D | +7.9% | -0.5% | +8.5% | +7.8% |
| 3M | -13.2% | +4.1% | -17.3% | -15.6% |
| 6M | +53.5% | +88.0% | -34.5% | -3.2% |
| YTD | +191.0% | +75.6% | +115.5% | +89.2% |
| 1Y | +360.5% | +58.9% | +301.6% | +224.3% |
| 3Y | +1,568.0% | +153.6% | +1,414.4% | +732.4% |
| 5Y | +1,055.2% | +127.6% | +927.5% | +518.0% |
| All | +911.5% | +192.0% | +719.4% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling