+18.8%
BX vs NTAP
+129.9%
-111.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -2.5% |
| 7D | -5.7% | +2.2% | -7.9% | -6.7% |
| 30D | -8.9% | -7.0% | -1.9% | -5.9% |
| 3M | +8.4% | +12.3% | -3.9% | +1.3% |
| 6M | +18.9% | +85.1% | -66.2% | -19.0% |
| YTD | -13.6% | +74.8% | -88.4% | -39.4% |
| 1Y | -22.4% | +52.7% | -75.1% | -41.3% |
| 3Y | +26.0% | +147.7% | -121.6% | -38.0% |
| 5Y | +18.8% | +124.8% | -106.0% | -39.9% |
| All | +18.8% | +129.9% | -111.1% | -39.9% |
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