+133.9%
BP vs NTAP
+581.2%
-447.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.4% |
| 7D | +4.0% | +2.2% | +1.8% | +3.3% |
| 30D | +7.8% | -7.0% | +14.9% | +9.8% |
| 3M | +8.4% | +12.3% | -3.9% | +4.2% |
| 6M | +15.1% | +85.1% | -70.1% | -5.7% |
| YTD | +36.4% | +74.8% | -38.4% | +13.2% |
| 1Y | +40.9% | +52.7% | -11.8% | +21.3% |
| 3Y | +38.8% | +147.7% | -108.8% | -2.7% |
| 5Y | +141.1% | +124.8% | +16.3% | +71.3% |
| 10Y | +133.9% | +589.7% | -455.8% | +18.5% |
| All | +133.9% | +581.2% | -447.3% | +18.5% |
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