+107.0%
NTAP vs BIYA
-99.8%
+206.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 6M | +88.0% | -84.6% | +172.6% | +84.1% |
| YTD | +75.6% | -94.2% | +169.7% | +74.0% |
| 1Y | +58.9% | -98.2% | +157.1% | +62.5% |
| All | +107.0% | -99.8% | +206.8% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling