+135.6%
NTAP vs BN
+90.6%
+44.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -15.1% | +5.3% | -20.4% | -17.3% |
| 30D | -28.1% | +11.9% | -40.0% | -32.0% |
| 3M | -11.4% | -5.7% | -5.7% | -9.3% |
| 6M | +52.2% | -10.6% | +62.8% | +59.1% |
| YTD | +60.4% | -9.4% | +69.8% | +65.4% |
| 1Y | +51.0% | -8.8% | +59.8% | +54.9% |
| 3Y | +135.6% | +95.6% | +39.9% | +58.4% |
| All | +135.6% | +90.6% | +44.9% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling