+122.5%
NTAP vs BROS
-49.0%
+171.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.2% |
| 7D | -2.4% | -20.4% | +18.0% | +0.8% |
| 30D | -23.4% | -6.1% | -17.3% | -22.9% |
| 3M | -7.5% | -29.4% | +21.8% | -3.1% |
| 6M | +56.4% | -31.5% | +87.9% | +62.6% |
| YTD | +73.6% | -42.8% | +116.4% | +84.5% |
| 1Y | +68.4% | -37.5% | +105.9% | +76.0% |
| 3Y | +150.6% | +27.2% | +123.4% | +125.8% |
| 5Y | +122.5% | -47.0% | +169.4% | +116.5% |
| All | +122.5% | -49.0% | +171.5% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling