+104.7%
NTAP vs BIYA
-99.9%
+204.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +4.0% |
| 7D | -2.4% | +2.5% | -4.9% | -2.5% |
| 30D | -23.4% | -22.3% | -1.1% | -23.1% |
| 3M | -7.5% | -54.8% | +47.3% | -6.7% |
| 6M | +56.4% | -86.5% | +142.8% | +54.6% |
| YTD | +73.6% | -96.8% | +170.5% | +73.2% |
| 1Y | +68.4% | -98.6% | +167.0% | +71.6% |
| All | +104.7% | -99.9% | +204.6% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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