+68.1%
NTAP vs BB
+88.0%
-19.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.0% | -8.6% | -3.2% |
| 7D | -16.1% | -6.8% | -9.3% | -14.7% |
| 30D | -15.9% | -3.5% | -12.4% | -15.5% |
| 3M | -1.2% | -1.2% | 0.0% | -1.6% |
| 6M | +70.1% | +57.0% | +13.1% | +49.5% |
| YTD | +77.9% | +131.1% | -53.2% | +45.2% |
| 1Y | +68.1% | +87.6% | -19.5% | +40.8% |
| All | +68.1% | +88.0% | -19.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling