+1,964.8%
NTAP vs BB
+258.8%
+1,706.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | -5.6% | +4.9% | +0.9% |
| 30D | -0.5% | -11.8% | +11.3% | +2.8% |
| 3M | +4.1% | -25.5% | +29.6% | +10.9% |
| 6M | +88.0% | +121.3% | -33.3% | +43.9% |
| YTD | +75.6% | +103.2% | -27.6% | +37.8% |
| 1Y | +58.9% | +102.6% | -43.7% | +23.3% |
| 3Y | +153.6% | +37.5% | +116.1% | +99.4% |
| 5Y | +127.6% | -30.4% | +158.1% | +104.4% |
| 10Y | +580.4% | 0.0% | +580.4% | +294.6% |
| All | +1,964.8% | +258.8% | +1,706.0% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling