+49.2%
BP vs NTAP
+144.4%
-95.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -0.3% |
| 7D | -6.9% | -5.0% | -1.9% | -6.4% |
| 30D | -3.6% | -25.8% | +22.2% | -0.9% |
| 3M | +8.4% | -6.9% | +15.3% | +8.6% |
| 6M | +5.3% | +50.0% | -44.7% | -1.1% |
| YTD | +33.2% | +66.9% | -33.8% | +22.7% |
| 1Y | +28.2% | +58.3% | -30.1% | +18.9% |
| 3Y | +49.2% | +145.1% | -95.9% | +25.7% |
| All | +49.2% | +144.4% | -95.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling