+68.1%
NTAP vs BG
+7.2%
+60.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -16.1% | -3.8% | -12.3% | -15.5% |
| 30D | -15.9% | -9.6% | -6.3% | -14.6% |
| 3M | -1.2% | -8.5% | +7.3% | -0.6% |
| 6M | +70.1% | -23.0% | +93.1% | +78.4% |
| YTD | +77.9% | +10.9% | +67.1% | +71.1% |
| 1Y | +68.1% | +6.0% | +62.2% | +63.8% |
| All | +68.1% | +7.2% | +60.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling