+625.8%
NTAP vs BR
+189.7%
+436.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +7.4% | -3.0% | +10.3% | +9.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.6% |
| 3M | +24.6% | +17.3% | +7.3% | +12.6% |
| 6M | +105.9% | -6.7% | +112.6% | +111.1% |
| YTD | +88.5% | -23.4% | +112.0% | +115.5% |
| 1Y | +62.1% | -32.7% | +94.8% | +99.5% |
| 3Y | +169.1% | -5.9% | +175.0% | +165.0% |
| 5Y | +141.9% | +8.4% | +133.4% | +111.9% |
| All | +625.8% | +189.7% | +436.1% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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