+120.2%
BKR vs NTAP
+650.8%
-530.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.5% | -9.1% | -3.7% |
| 7D | -7.0% | +7.4% | -14.4% | -9.6% |
| 30D | -8.1% | -1.4% | -6.7% | -8.0% |
| 3M | -6.6% | +24.6% | -31.2% | -14.8% |
| 6M | +0.9% | +105.9% | -105.0% | -26.5% |
| YTD | +31.1% | +88.5% | -57.4% | -1.6% |
| 1Y | +27.7% | +62.1% | -34.4% | +1.7% |
| 3Y | +71.2% | +169.1% | -97.8% | +3.7% |
| 5Y | +177.6% | +141.9% | +35.8% | +72.0% |
| All | +120.2% | +650.8% | -530.6% | -1.7% |
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