+127.9%
NTAP vs BLDR
-11.9%
+139.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.7% |
| 7D | +7.2% | -3.0% | +10.2% | +7.8% |
| 30D | -18.4% | +20.1% | -38.5% | -22.3% |
| 3M | -11.3% | -17.5% | +6.2% | -8.4% |
| 6M | +53.8% | -16.1% | +69.9% | +55.9% |
| YTD | +72.0% | -41.0% | +113.0% | +89.2% |
| 1Y | +68.0% | -41.6% | +109.6% | +84.9% |
| 3Y | +149.5% | -50.8% | +200.3% | +170.6% |
| All | +127.9% | -11.9% | +139.9% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling