+149.4%
NTAP vs BIDU
-33.9%
+183.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.5% |
| 30D | -7.0% | -16.0% | +8.9% | -5.0% |
| 3M | +12.3% | -24.0% | +36.3% | +16.2% |
| 6M | +85.1% | -24.9% | +110.0% | +90.9% |
| YTD | +74.8% | -29.6% | +104.3% | +81.5% |
| 1Y | +52.7% | -15.2% | +67.8% | +52.9% |
| All | +149.4% | -33.9% | +183.3% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling