+88.0%
NTAP vs BIYA
-84.7%
+172.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | -0.5% | -21.0% | +20.4% | -0.2% |
| 3M | +4.1% | -74.3% | +78.4% | +4.7% |
| 6M | +88.0% | -84.6% | +172.6% | +78.0% |
| All | +88.0% | -84.7% | +172.7% | +78.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling