+52.7%
NTAP vs BBWI
-35.2%
+87.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.6% |
| 7D | +2.2% | -4.4% | +6.6% | +2.7% |
| 30D | -7.0% | -7.4% | +0.4% | -6.4% |
| 3M | +12.3% | -2.2% | +14.5% | +11.6% |
| 6M | +85.1% | -16.3% | +101.4% | +87.6% |
| YTD | +74.8% | -9.1% | +83.9% | +74.6% |
| 1Y | +52.7% | -34.5% | +87.2% | +66.4% |
| All | +52.7% | -35.2% | +87.9% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling