+76.4%
BND vs NTAP
+604.6%
-528.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.1% | -0.8% | +0.6% | -0.2% |
| 30D | -0.4% | -0.5% | +0.2% | -0.4% |
| 3M | -0.6% | +4.1% | -4.7% | -0.6% |
| 6M | -1.4% | +88.0% | -89.4% | -1.1% |
| YTD | -0.2% | +75.6% | -75.8% | +0.1% |
| 1Y | +1.3% | +58.9% | -57.6% | +1.6% |
| 3Y | +13.2% | +153.6% | -140.4% | +13.9% |
| 5Y | -1.6% | +127.6% | -129.2% | -1.0% |
| 10Y | +15.5% | +580.4% | -564.9% | +18.1% |
| All | +76.4% | +604.6% | -528.2% | +81.6% |
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 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