+68.0%
NTAP vs BIYA
-98.3%
+166.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | +9.0% | -1.8% | +7.0% |
| 30D | -18.4% | -12.9% | -5.4% | -18.2% |
| 3M | -11.3% | -54.7% | +43.4% | -10.7% |
| 6M | +53.8% | -85.1% | +138.8% | +51.0% |
| YTD | +72.0% | -96.9% | +168.8% | +66.8% |
| 1Y | +68.0% | -98.5% | +166.6% | +77.3% |
| All | +68.0% | -98.3% | +166.3% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling