+143.4%
NTAP vs BNS
+94.7%
+48.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.9% | +8.2% |
| 7D | +7.4% | -0.4% | +7.8% | +7.6% |
| 30D | -1.4% | +3.5% | -4.8% | -3.4% |
| 3M | +24.6% | +14.1% | +10.5% | +15.0% |
| 6M | +105.9% | +33.8% | +72.1% | +72.2% |
| YTD | +88.5% | +29.5% | +59.1% | +60.6% |
| 1Y | +62.1% | +48.4% | +13.7% | +26.6% |
| 3Y | +169.1% | +129.6% | +39.5% | +55.8% |
| All | +143.4% | +94.7% | +48.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling