+127.9%
NTAP vs BR
+18.8%
+109.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.2% | +1.1% | +6.1% | +6.8% |
| 30D | -18.4% | +14.4% | -32.8% | -22.5% |
| 3M | -11.3% | +12.4% | -23.7% | -15.8% |
| 6M | +53.8% | +35.4% | +18.3% | +34.9% |
| YTD | +72.0% | -12.2% | +84.1% | +81.3% |
| 1Y | +68.0% | -12.7% | +80.8% | +77.7% |
| 3Y | +149.5% | +14.3% | +135.2% | +127.9% |
| All | +127.9% | +18.8% | +109.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling