+21,151.7%
NTAP vs BRO
+8,898.4%
+12,253.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +7.4% | -7.3% | +14.7% | +10.9% |
| 30D | -1.4% | -6.9% | +5.5% | +1.4% |
| 3M | +24.6% | +10.7% | +13.9% | +17.6% |
| 6M | +105.9% | -2.7% | +108.6% | +104.2% |
| YTD | +88.5% | -16.3% | +104.8% | +99.0% |
| 1Y | +62.1% | -29.1% | +91.2% | +83.6% |
| 3Y | +169.1% | -7.8% | +176.9% | +163.1% |
| 5Y | +141.9% | +18.7% | +123.1% | +104.8% |
| 10Y | +644.0% | +291.9% | +352.1% | +261.2% |
| All | +21,151.7% | +8,898.4% | +12,253.3% | +5,923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling