+136.7%
NTAP vs BBWI
-66.8%
+203.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.5% |
| 7D | +3.3% | +1.6% | +1.7% | +2.9% |
| 30D | -0.2% | -6.2% | +6.0% | +0.8% |
| 3M | +11.4% | +4.3% | +7.0% | +9.3% |
| 6M | +88.7% | -7.2% | +95.8% | +87.9% |
| YTD | +78.9% | -3.0% | +82.0% | +75.7% |
| 1Y | +58.8% | -30.8% | +89.6% | +66.8% |
| 3Y | +153.5% | -43.4% | +196.9% | +166.3% |
| 5Y | +136.7% | -66.7% | +203.5% | +172.8% |
| All | +136.7% | -66.8% | +203.5% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling