+19,691.7%
NTAP vs BBWI
+926.8%
+18,765.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -0.5% | -5.2% | +4.7% | +0.5% |
| 3M | +4.1% | +11.1% | -7.0% | -0.4% |
| 6M | +88.0% | -13.4% | +101.3% | +90.4% |
| YTD | +75.6% | +0.1% | +75.5% | +69.4% |
| 1Y | +58.9% | -36.1% | +95.0% | +72.2% |
| 3Y | +153.6% | -44.1% | +197.7% | +170.3% |
| 5Y | +127.6% | -66.2% | +193.9% | +166.5% |
| 10Y | +580.4% | -54.8% | +635.1% | +475.9% |
| All | +19,691.7% | +926.8% | +18,765.0% | +3,207.9% |
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