+149.5%
NTAP vs BLDR
-50.7%
+200.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.7% |
| 7D | +7.2% | -3.0% | +10.2% | +7.6% |
| 30D | -18.4% | +20.1% | -38.5% | -21.2% |
| 3M | -11.3% | -17.5% | +6.2% | -8.9% |
| 6M | +53.8% | -16.1% | +69.9% | +55.6% |
| YTD | +72.0% | -41.0% | +113.0% | +87.1% |
| 1Y | +68.0% | -41.6% | +109.6% | +82.7% |
| 3Y | +149.5% | -50.8% | +200.3% | +176.3% |
| All | +149.5% | -50.7% | +200.2% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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