+145.1%
NTAP vs BB
+145.9%
-0.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +3.0% |
| 7D | -5.0% | +15.0% | -19.9% | -7.5% |
| 30D | -25.8% | +3.5% | -29.2% | -26.3% |
| 3M | -6.9% | +2.7% | -9.6% | -7.9% |
| 6M | +50.0% | +44.7% | +5.3% | +37.7% |
| YTD | +66.9% | +143.3% | -76.3% | +39.8% |
| 1Y | +58.3% | +102.2% | -43.9% | +36.2% |
| 3Y | +145.1% | +156.1% | -11.0% | +89.9% |
| All | +145.1% | +145.9% | -0.7% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling