+579.4%
NTAP vs BN
+297.2%
+282.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | +9.9% | -0.3% | +10.1% | +10.0% |
| 30D | -22.1% | +13.6% | -35.7% | -27.5% |
| 3M | -7.7% | -6.7% | -1.0% | -4.9% |
| 6M | +60.9% | -9.0% | +69.9% | +66.8% |
| YTD | +76.4% | -8.8% | +85.2% | +81.3% |
| 1Y | +69.3% | -10.6% | +80.0% | +75.7% |
| 3Y | +154.6% | +98.8% | +55.9% | +68.1% |
| 5Y | +131.4% | +33.6% | +97.8% | +84.0% |
| All | +579.4% | +297.2% | +282.2% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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