+275.1%
BLK vs NTAP
+650.8%
-375.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | -1.4% |
| 7D | -3.3% | +7.4% | -10.7% | -5.8% |
| 30D | -6.5% | -1.4% | -5.2% | -6.3% |
| 3M | +6.7% | +24.6% | -17.8% | -2.3% |
| 6M | +14.7% | +105.9% | -91.2% | -15.1% |
| YTD | +2.5% | +88.5% | -86.0% | -21.9% |
| 1Y | -2.8% | +62.1% | -64.9% | -21.6% |
| 3Y | +65.9% | +169.1% | -103.2% | +3.7% |
| 5Y | +33.0% | +141.9% | -108.9% | -14.6% |
| All | +275.1% | +650.8% | -375.7% | +56.6% |
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