+674.2%
BP vs NTAP
+23,159.9%
-22,485.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.5% | +1.1% |
| 7D | -0.8% | -2.4% | +1.7% | -0.5% |
| 30D | -3.1% | -23.4% | +20.3% | -0.4% |
| 3M | +6.2% | -7.5% | +13.7% | +6.7% |
| 6M | +4.8% | +56.4% | -51.6% | -1.5% |
| YTD | +35.2% | +73.6% | -38.5% | +25.2% |
| 1Y | +27.4% | +68.4% | -41.0% | +18.4% |
| 3Y | +49.8% | +150.6% | -100.8% | +31.3% |
| 5Y | +109.4% | +122.5% | -13.1% | +85.3% |
| 10Y | +135.7% | +589.7% | -454.0% | +83.2% |
| All | +674.2% | +23,159.9% | -22,485.7% | +369.6% |
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