+661.1%
BX vs NTAP
+650.8%
+10.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.5% | -6.1% | -1.4% |
| 7D | -5.6% | +7.4% | -13.0% | -8.7% |
| 30D | -12.2% | -1.4% | -10.9% | -12.0% |
| 3M | +7.4% | +24.6% | -17.2% | -3.8% |
| 6M | +22.2% | +105.9% | -83.7% | -16.6% |
| YTD | -14.0% | +88.5% | -102.5% | -38.9% |
| 1Y | -27.3% | +62.1% | -89.4% | -44.6% |
| 3Y | +24.5% | +169.1% | -144.5% | -29.4% |
| 5Y | +18.9% | +141.9% | -123.0% | -29.6% |
| All | +661.1% | +650.8% | +10.3% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling