+153.5%
NTAP vs BAX
-32.5%
+186.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.5% |
| 7D | +3.3% | -2.4% | +5.7% | +3.6% |
| 30D | -0.2% | -9.7% | +9.5% | +1.4% |
| 3M | +11.4% | +29.3% | -17.9% | +6.0% |
| 6M | +88.7% | +40.7% | +48.0% | +75.6% |
| YTD | +78.9% | +30.3% | +48.7% | +69.4% |
| 1Y | +58.8% | +3.4% | +55.4% | +55.8% |
| 3Y | +153.5% | -32.0% | +185.6% | +161.3% |
| All | +153.5% | -32.5% | +186.1% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling