+589.7%
NTAP vs BBWI
-58.2%
+648.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.3% |
| 7D | +2.2% | -4.4% | +6.6% | +2.9% |
| 30D | -7.0% | -7.4% | +0.4% | -6.0% |
| 3M | +12.3% | -2.2% | +14.5% | +11.9% |
| 6M | +85.1% | -16.3% | +101.4% | +87.9% |
| YTD | +74.8% | -9.1% | +83.9% | +74.3% |
| 1Y | +52.7% | -34.5% | +87.2% | +59.8% |
| 3Y | +147.7% | -47.0% | +194.6% | +161.2% |
| 5Y | +124.8% | -68.8% | +193.6% | +149.6% |
| 10Y | +589.7% | -57.4% | +647.1% | +569.8% |
| All | +589.7% | -58.2% | +648.0% | +569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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