+127.9%
NTAP vs BIDU
-54.4%
+182.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +7.2% | -4.6% | +11.8% | +7.9% |
| 30D | -18.4% | -4.5% | -13.8% | -17.9% |
| 3M | -11.3% | -25.4% | +14.0% | -7.9% |
| 6M | +53.8% | -48.1% | +101.8% | +67.9% |
| YTD | +72.0% | -40.2% | +112.2% | +82.7% |
| 1Y | +68.0% | -35.2% | +103.3% | +76.2% |
| 3Y | +149.5% | -27.1% | +176.6% | +149.9% |
| All | +127.9% | -54.4% | +182.4% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling