+115.0%
NTAP vs BAX
-62.5%
+177.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -7.8% | +3.6% | -11.4% | -8.3% |
| 30D | -25.8% | +8.5% | -34.3% | -26.9% |
| 3M | -11.2% | -4.9% | -6.4% | -10.6% |
| 6M | +49.9% | +47.0% | +2.9% | +38.1% |
| YTD | +66.9% | +38.4% | +28.4% | +55.2% |
| 1Y | +58.8% | +49.1% | +9.7% | +45.4% |
| 3Y | +140.8% | -14.9% | +155.7% | +140.2% |
| 5Y | +115.0% | -63.1% | +178.1% | +160.0% |
| All | +115.0% | -62.5% | +177.5% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling