+25.1%
BX vs NTAP
+146.1%
-121.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -2.9% |
| 7D | -5.7% | +2.2% | -7.9% | -6.3% |
| 30D | -8.9% | -7.0% | -1.9% | -6.8% |
| 3M | +8.4% | +12.3% | -3.9% | +3.5% |
| 6M | +18.9% | +85.1% | -66.2% | -9.3% |
| YTD | -13.6% | +74.8% | -88.4% | -32.7% |
| 1Y | -22.4% | +52.7% | -75.1% | -36.0% |
| All | +25.1% | +146.1% | -121.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling