+562.2%
NTAP vs BB
+21.8%
+540.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | +7.2% | +1.8% | +5.4% | +6.8% |
| 30D | -18.4% | +8.1% | -26.5% | -19.6% |
| 3M | -11.3% | -1.0% | -10.3% | -11.7% |
| 6M | +53.8% | +45.9% | +7.9% | +40.9% |
| YTD | +72.0% | +134.8% | -62.9% | +43.7% |
| 1Y | +68.0% | +104.6% | -36.6% | +43.5% |
| 3Y | +149.5% | +152.8% | -3.4% | +95.2% |
| 5Y | +125.6% | -17.4% | +143.0% | +107.0% |
| All | +562.2% | +21.8% | +540.5% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling