+68.1%
NTAP vs BRO
-3.6%
+71.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -0.5% |
| 7D | -16.1% | +12.4% | -28.5% | -13.6% |
| 30D | -15.9% | +21.6% | -37.5% | -12.3% |
| 3M | -1.2% | +4.3% | -5.6% | +1.1% |
| 6M | +70.1% | +29.2% | +40.9% | +78.5% |
| YTD | +77.9% | -6.4% | +84.3% | +86.7% |
| 1Y | +68.1% | -5.3% | +73.4% | +77.4% |
| All | +68.1% | -3.6% | +71.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling