+589.7%
NTAP vs BN
+257.9%
+331.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.3% |
| 7D | +2.2% | -3.0% | +5.2% | +3.8% |
| 30D | -7.0% | -13.0% | +6.0% | -0.2% |
| 3M | +12.3% | -15.2% | +27.5% | +22.1% |
| 6M | +85.1% | -5.9% | +91.0% | +88.4% |
| YTD | +74.8% | -15.8% | +90.5% | +88.1% |
| 1Y | +52.7% | -12.2% | +64.9% | +60.2% |
| 3Y | +147.7% | +72.2% | +75.5% | +76.2% |
| 5Y | +124.8% | +33.2% | +91.6% | +78.8% |
| 10Y | +589.7% | +264.7% | +325.0% | +208.1% |
| All | +589.7% | +257.9% | +331.8% | +208.1% |
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