+668.0%
BE vs NTAP
+186.0%
+481.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.2% |
| 7D | +10.8% | +7.2% | +3.6% | +6.3% |
| 30D | -19.8% | -18.4% | -1.4% | -7.3% |
| 3M | -18.7% | -11.3% | -7.4% | -10.8% |
| 6M | -33.7% | +53.8% | -87.5% | -51.1% |
| YTD | +121.0% | +72.0% | +49.0% | +48.3% |
| 1Y | +85.4% | +68.0% | +17.4% | +27.3% |
| 3Y | +1,709.5% | +149.5% | +1,560.0% | +828.9% |
| 5Y | +462.2% | +125.6% | +336.6% | +209.3% |
| All | +668.0% | +186.0% | +481.9% | +243.4% |
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