+625.8%
NTAP vs BG
+166.7%
+459.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.7% | +10.3% | +9.0% |
| 7D | +7.4% | +3.1% | +4.3% | +6.5% |
| 30D | -1.4% | +10.2% | -11.6% | -3.9% |
| 3M | +24.6% | -1.7% | +26.2% | +24.6% |
| 6M | +105.9% | +1.0% | +104.9% | +104.4% |
| YTD | +88.5% | +39.9% | +48.6% | +72.3% |
| 1Y | +62.1% | +53.2% | +8.9% | +44.1% |
| 3Y | +169.1% | +16.3% | +152.8% | +152.5% |
| 5Y | +141.9% | +83.9% | +58.0% | +92.8% |
| All | +625.8% | +166.7% | +459.1% | +395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling