+589.7%
NTAP vs BAX
-37.8%
+627.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | +2.2% | -5.1% | +7.3% | +3.8% |
| 30D | -7.0% | -12.2% | +5.1% | -3.3% |
| 3M | +12.3% | +21.8% | -9.5% | +4.3% |
| 6M | +85.1% | +36.3% | +48.8% | +63.9% |
| YTD | +74.8% | +27.8% | +47.0% | +57.4% |
| 1Y | +52.7% | -0.1% | +52.7% | +48.6% |
| 3Y | +147.7% | -33.3% | +181.0% | +168.2% |
| 5Y | +124.8% | -67.1% | +191.9% | +234.2% |
| 10Y | +589.7% | -36.9% | +626.6% | +644.9% |
| All | +589.7% | -37.8% | +627.5% | +644.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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