+589.7%
NTAP vs BAX
-35.7%
+625.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -23.4% | +6.3% | -29.7% | -25.1% |
| 3M | -7.5% | -4.6% | -3.0% | -6.6% |
| 6M | +56.4% | +50.4% | +6.0% | +34.3% |
| YTD | +73.6% | +38.0% | +35.6% | +52.1% |
| 1Y | +68.4% | +44.6% | +23.8% | +44.8% |
| 3Y | +150.6% | -15.1% | +165.7% | +147.1% |
| 5Y | +122.5% | -63.3% | +185.8% | +217.0% |
| 10Y | +589.7% | -34.4% | +624.1% | +679.4% |
| All | +589.7% | -35.7% | +625.4% | +679.4% |
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