+124.8%
NTAP vs BIDU
-42.3%
+167.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 6M | +85.1% | -24.9% | +110.0% | +91.0% |
| YTD | +74.8% | -29.6% | +104.3% | +81.5% |
| 1Y | +52.7% | -15.2% | +67.8% | +53.3% |
| 3Y | +147.7% | -32.2% | +179.8% | +150.9% |
| 5Y | +124.8% | -43.8% | +168.5% | +125.1% |
| All | +124.8% | -42.3% | +167.1% | +125.1% |
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 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