+127.0%
BP vs NTAP
+575.4%
-448.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.3% | -7.8% | +1.4% | -4.4% |
| 30D | -3.6% | -25.8% | +22.2% | +3.6% |
| 3M | +5.2% | -11.2% | +16.5% | +7.3% |
| 6M | +5.3% | +49.9% | -44.6% | -9.0% |
| YTD | +33.1% | +66.9% | -33.7% | +10.6% |
| 1Y | +26.3% | +58.8% | -32.6% | +6.3% |
| 3Y | +47.5% | +140.8% | -93.3% | +3.0% |
| 5Y | +106.2% | +115.0% | -8.8% | +46.8% |
| 10Y | +127.0% | +570.8% | -443.8% | +23.0% |
| All | +127.0% | +575.4% | -448.5% | +23.0% |
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