+114.2%
NTAP vs BBWI
-67.1%
+181.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.7% |
| 7D | -5.0% | -6.2% | +1.2% | -3.7% |
| 30D | -25.8% | +25.5% | -51.2% | -29.3% |
| 3M | -6.9% | +8.0% | -14.9% | -9.0% |
| 6M | +50.0% | +12.7% | +37.3% | +43.7% |
| YTD | +66.9% | +11.6% | +55.3% | +58.6% |
| 1Y | +58.3% | -0.9% | +59.1% | +52.9% |
| 3Y | +145.1% | -22.7% | +167.8% | +140.0% |
| 5Y | +114.2% | -67.2% | +181.4% | +147.0% |
| All | +114.2% | -67.1% | +181.3% | +147.0% |
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