+68.4%
NTAP vs BROS
-38.0%
+106.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.1% |
| 7D | -2.4% | -20.4% | +18.0% | -0.8% |
| 30D | -23.4% | -6.1% | -17.3% | -22.3% |
| 3M | -7.5% | -29.4% | +21.8% | -5.3% |
| 6M | +56.4% | -31.5% | +87.9% | +56.5% |
| YTD | +73.6% | -42.8% | +116.4% | +77.0% |
| 1Y | +68.4% | -37.5% | +105.9% | +67.9% |
| All | +68.4% | -38.0% | +106.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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