+1,974.9%
NTAP vs BB
+325.0%
+1,649.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.5% |
| 7D | +9.9% | +9.0% | +0.9% | +7.1% |
| 30D | -22.1% | +7.7% | -29.8% | -23.9% |
| 3M | -7.7% | +4.0% | -11.7% | -9.7% |
| 6M | +60.9% | +46.6% | +14.3% | +39.4% |
| YTD | +76.4% | +140.6% | -64.2% | +30.8% |
| 1Y | +69.3% | +103.1% | -33.8% | +31.2% |
| 3Y | +154.6% | +150.5% | +4.1% | +69.2% |
| 5Y | +131.4% | -15.4% | +146.8% | +96.6% |
| 10Y | +600.9% | +25.4% | +575.4% | +277.4% |
| All | +1,974.9% | +325.0% | +1,649.9% | +153.9% |
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 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