+169.1%
NTAP vs BRO
-7.6%
+176.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +7.4% | -7.3% | +14.7% | +7.9% |
| 30D | -1.4% | -6.9% | +5.5% | -1.0% |
| 3M | +24.6% | +10.7% | +13.9% | +23.0% |
| 6M | +105.9% | -2.7% | +108.6% | +107.7% |
| YTD | +88.5% | -16.3% | +104.8% | +95.0% |
| 1Y | +62.1% | -29.1% | +91.2% | +73.3% |
| 3Y | +169.1% | -7.8% | +176.9% | +181.9% |
| All | +169.1% | -7.6% | +176.7% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling