+127.1%
NTAP vs BROS
+41.2%
+86.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +3.3% | -0.9% | +4.2% | +3.3% |
| 30D | -0.2% | -13.5% | +13.2% | +1.5% |
| 3M | +11.4% | -18.4% | +29.8% | +13.2% |
| 6M | +88.7% | -10.6% | +99.3% | +88.3% |
| YTD | +78.9% | -25.1% | +104.0% | +82.7% |
| 1Y | +58.8% | -28.6% | +87.5% | +62.7% |
| 3Y | +153.5% | +65.6% | +88.0% | +127.0% |
| All | +127.1% | +41.2% | +86.0% | +108.7% |
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