-16.6%
BX vs NTAP
+61.4%
-78.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | +0.1% | -0.5% | +0.6% | 0.0% |
| 3M | +16.0% | +4.1% | +11.9% | +14.6% |
| 6M | +21.6% | +88.0% | -66.3% | -2.2% |
| YTD | -8.9% | +75.6% | -84.5% | -24.9% |
| 1Y | -16.6% | +58.9% | -75.5% | -28.4% |
| All | -16.6% | +61.4% | -78.0% | -28.4% |
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