+1,592.3%
NTAP vs BG
+1,185.2%
+407.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.6% |
| 7D | +3.3% | +2.4% | +0.9% | +2.5% |
| 30D | -0.2% | +15.0% | -15.2% | -4.5% |
| 3M | +11.4% | -0.7% | +12.0% | +11.1% |
| 6M | +88.7% | +7.5% | +81.2% | +83.5% |
| YTD | +78.9% | +41.6% | +37.3% | +59.6% |
| 1Y | +58.8% | +50.7% | +8.2% | +38.1% |
| 3Y | +153.5% | +20.3% | +133.3% | +130.9% |
| 5Y | +136.7% | +85.2% | +51.5% | +82.2% |
| 10Y | +590.2% | +160.6% | +429.6% | +344.8% |
| All | +1,592.3% | +1,185.2% | +407.1% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling