+625.8%
NTAP vs BRKR
+155.3%
+470.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +7.4% | -8.7% | +16.0% | +10.6% |
| 30D | -1.4% | -9.9% | +8.5% | +1.7% |
| 3M | +24.6% | -3.1% | +27.6% | +22.4% |
| 6M | +105.9% | +45.5% | +60.4% | +73.8% |
| YTD | +88.5% | +13.7% | +74.8% | +72.2% |
| 1Y | +62.1% | +67.4% | -5.3% | +26.7% |
| 3Y | +169.1% | -13.2% | +182.3% | +149.6% |
| 5Y | +141.9% | -39.5% | +181.3% | +155.2% |
| All | +625.8% | +155.3% | +470.5% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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