+12,790.5%
BLK vs NTAP
+1,324.6%
+11,465.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | -4.8% | -7.0% | +2.3% | -3.5% |
| 3M | +6.5% | +12.3% | -5.8% | +3.7% |
| 6M | +13.2% | +85.1% | -72.0% | -1.0% |
| YTD | +1.8% | +74.8% | -73.0% | -10.0% |
| 1Y | -1.0% | +52.7% | -53.6% | -10.3% |
| 3Y | +66.0% | +147.7% | -81.7% | +34.9% |
| 5Y | +31.2% | +124.8% | -93.5% | +8.4% |
| 10Y | +278.5% | +589.7% | -311.2% | +151.0% |
| All | +12,790.5% | +1,324.6% | +11,465.9% | +7,018.2% |
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