+778.4%
NTAP vs BLDR
+370.3%
+408.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.2% |
| 7D | +9.9% | -8.2% | +18.1% | +11.3% |
| 30D | -22.1% | +16.3% | -38.4% | -24.6% |
| 3M | -7.7% | -17.0% | +9.3% | -5.8% |
| 6M | +60.9% | -17.4% | +78.3% | +63.1% |
| YTD | +76.4% | -41.6% | +118.0% | +88.1% |
| 1Y | +69.3% | -43.5% | +112.9% | +81.4% |
| 3Y | +154.6% | -51.6% | +206.3% | +173.6% |
| 5Y | +131.4% | -11.6% | +143.0% | +120.6% |
| 10Y | +600.9% | +480.9% | +120.0% | +371.9% |
| All | +778.4% | +370.3% | +408.1% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling