+122.9%
NTAP vs BROS
+43.3%
+79.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.8% | -6.7% | +5.9% | +0.1% |
| 30D | -0.5% | -29.1% | +28.5% | +3.4% |
| 3M | +4.1% | -16.7% | +20.8% | +5.5% |
| 6M | +88.0% | -11.6% | +99.6% | +87.9% |
| YTD | +75.6% | -23.9% | +99.5% | +78.9% |
| 1Y | +58.9% | -34.8% | +93.7% | +64.8% |
| 3Y | +153.6% | +62.1% | +91.5% | +127.5% |
| All | +122.9% | +43.3% | +79.6% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling