+153.5%
NTAP vs BWA
+72.9%
+80.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +3.3% | +4.3% | -1.0% | +2.0% |
| 30D | -0.2% | -2.9% | +2.7% | +0.5% |
| 3M | +11.4% | -12.4% | +23.8% | +15.3% |
| 6M | +88.7% | +28.6% | +60.1% | +75.8% |
| YTD | +78.9% | +48.2% | +30.7% | +56.8% |
| 1Y | +58.8% | +50.9% | +7.9% | +38.1% |
| 3Y | +153.5% | +72.2% | +81.4% | +95.1% |
| All | +153.5% | +72.9% | +80.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling