+127.9%
NTAP vs BG
+21.9%
+106.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | +7.2% | +2.6% | +4.6% | +6.8% |
| 30D | -18.4% | -6.7% | -11.7% | -17.5% |
| 3M | -11.3% | -9.3% | -2.1% | -10.2% |
| 6M | +53.8% | -18.3% | +72.1% | +58.3% |
| YTD | +72.0% | +16.2% | +55.8% | +67.0% |
| 1Y | +68.0% | +7.6% | +60.4% | +65.2% |
| 3Y | +149.5% | +6.6% | +142.9% | +141.7% |
| All | +127.9% | +21.9% | +106.1% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling