+586.4%
NTAP vs BR
+1,286.0%
-699.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.3% |
| 7D | +3.3% | -5.9% | +9.2% | +6.7% |
| 30D | -0.2% | +1.9% | -2.1% | -1.6% |
| 3M | +11.4% | +14.7% | -3.3% | +1.9% |
| 6M | +88.7% | -12.8% | +101.4% | +100.5% |
| YTD | +78.9% | -23.0% | +102.0% | +102.9% |
| 1Y | +58.8% | -31.7% | +90.5% | +92.3% |
| 3Y | +153.5% | -4.8% | +158.3% | +149.0% |
| 5Y | +136.7% | +7.8% | +128.9% | +110.9% |
| 10Y | +590.2% | +184.1% | +406.1% | +244.1% |
| All | +586.4% | +1,286.0% | -699.6% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling