+111.0%
NTAP vs BIYA
-99.8%
+210.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.3% | +2.7% | +0.5% | +3.2% |
| 30D | -0.2% | -18.7% | +18.5% | +0.1% |
| 3M | +11.4% | -72.0% | +83.4% | +11.4% |
| 6M | +88.7% | -86.4% | +175.1% | +85.2% |
| YTD | +78.9% | -94.2% | +173.1% | +77.3% |
| 1Y | +58.8% | -98.4% | +157.2% | +63.2% |
| All | +111.0% | -99.8% | +210.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling