+68.1%
NTAP vs BTDR
-69.9%
+138.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -1.2% |
| 7D | -16.1% | -17.6% | +1.5% | -14.9% |
| 30D | -15.9% | -40.3% | +24.3% | -13.4% |
| 3M | -1.2% | -42.6% | +41.4% | +1.8% |
| 6M | +70.1% | -46.3% | +116.4% | +74.1% |
| YTD | +77.9% | -41.7% | +119.7% | +79.8% |
| 1Y | +68.1% | -69.4% | +137.5% | +76.7% |
| All | +68.1% | -69.9% | +138.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling