+649.4%
BP vs NTAP
+23,420.6%
-22,771.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +7.6% | -0.5% | +8.2% | +7.6% |
| 3M | +0.7% | +4.1% | -3.4% | 0.0% |
| 6M | +15.5% | +88.0% | -72.5% | +6.6% |
| YTD | +30.8% | +75.6% | -44.7% | +21.5% |
| 1Y | +34.3% | +58.9% | -24.6% | +26.0% |
| 3Y | +35.1% | +153.6% | -118.5% | +18.7% |
| 5Y | +126.8% | +127.6% | -0.8% | +100.9% |
| 10Y | +123.4% | +580.4% | -457.0% | +74.4% |
| All | +649.4% | +23,420.6% | -22,771.2% | +355.6% |
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