+0.4%
BX vs NTAP
+124.7%
-124.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.5% |
| 7D | +0.6% | +7.2% | -6.6% | -2.6% |
| 30D | +14.2% | -18.4% | +32.6% | +23.9% |
| 3M | -18.7% | -11.3% | -7.4% | -16.1% |
| 6M | +2.5% | +53.8% | -51.3% | -23.6% |
| YTD | -18.8% | +72.0% | -90.8% | -44.0% |
| 1Y | -10.3% | +68.0% | -78.3% | -37.5% |
| 3Y | +35.4% | +149.5% | -114.1% | -36.3% |
| All | +0.4% | +124.7% | -124.3% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling