+18,710.3%
NTAP vs BBWI
+1,039.4%
+17,670.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.8% | -4.2% | -3.5% | -6.5% |
| 30D | -25.8% | +24.9% | -50.6% | -30.9% |
| 3M | -11.2% | +13.2% | -24.5% | -15.5% |
| 6M | +49.9% | +12.1% | +37.8% | +40.9% |
| YTD | +66.9% | +11.1% | +55.8% | +54.7% |
| 1Y | +58.8% | +0.7% | +58.1% | +49.2% |
| 3Y | +140.8% | -23.8% | +164.6% | +132.4% |
| 5Y | +115.0% | -66.9% | +181.9% | +152.3% |
| 10Y | +570.8% | -45.3% | +616.1% | +427.1% |
| All | +18,710.3% | +1,039.4% | +17,670.9% | +2,920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling