+625.8%
NTAP vs BBY
+252.7%
+373.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.5% | +7.5% |
| 7D | +7.4% | +0.6% | +6.8% | +7.2% |
| 30D | -1.4% | +9.4% | -10.8% | -4.6% |
| 3M | +24.6% | +19.3% | +5.2% | +16.6% |
| 6M | +105.9% | +47.9% | +58.0% | +77.7% |
| YTD | +88.5% | +39.6% | +49.0% | +65.6% |
| 1Y | +62.1% | +22.2% | +39.9% | +48.7% |
| 3Y | +169.1% | +45.0% | +124.1% | +120.2% |
| 5Y | +141.9% | +2.6% | +139.3% | +116.5% |
| All | +625.8% | +252.7% | +373.1% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling