+625.8%
NTAP vs BIDU
-48.7%
+674.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.4% |
| 7D | +7.4% | -8.1% | +15.5% | +9.1% |
| 30D | -1.4% | -12.8% | +11.4% | +0.9% |
| 3M | +24.6% | -21.3% | +45.8% | +29.6% |
| 6M | +105.9% | -27.0% | +132.9% | +116.1% |
| YTD | +88.5% | -30.0% | +118.6% | +98.6% |
| 1Y | +62.1% | -18.3% | +80.4% | +63.9% |
| 3Y | +169.1% | -33.8% | +202.9% | +176.1% |
| 5Y | +141.9% | -44.3% | +186.2% | +142.4% |
| All | +625.8% | -48.7% | +674.5% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling