+149.4%
NTAP vs BR
-5.1%
+154.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.2% | -5.0% | +7.2% | +3.8% |
| 30D | -7.0% | -2.5% | -4.6% | -6.5% |
| 3M | +12.3% | +13.5% | -1.2% | +6.9% |
| 6M | +85.1% | -9.4% | +94.5% | +90.9% |
| YTD | +74.8% | -23.3% | +98.0% | +93.7% |
| 1Y | +52.7% | -31.6% | +84.3% | +77.9% |
| All | +149.4% | -5.1% | +154.5% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling