-8.5%
BX vs NTAP
+66.6%
-75.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.9% | +6.5% |
| 7D | +8.3% | -16.1% | +24.4% | +11.0% |
| 30D | +13.5% | -15.9% | +29.5% | +16.3% |
| 3M | -7.6% | -1.2% | -6.4% | -8.3% |
| 6M | +4.0% | +70.1% | -66.0% | -11.5% |
| YTD | -15.2% | +77.9% | -93.1% | -29.8% |
| 1Y | -8.5% | +68.1% | -76.6% | -23.0% |
| All | -8.5% | +66.6% | -75.1% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling