+68.1%
NTAP vs BNS
+52.0%
+16.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.5% |
| 7D | -16.1% | +2.0% | -18.1% | -16.5% |
| 30D | -15.9% | +7.8% | -23.7% | -17.7% |
| 3M | -1.2% | +11.7% | -12.9% | -4.1% |
| 6M | +70.1% | +28.2% | +41.8% | +58.5% |
| YTD | +77.9% | +34.8% | +43.2% | +61.6% |
| 1Y | +68.1% | +51.1% | +17.1% | +41.2% |
| All | +68.1% | +52.0% | +16.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling