+149.4%
NTAP vs BTDR
+7.6%
+141.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | +2.2% | +14.8% | -12.6% | +1.3% |
| 30D | -7.0% | +41.8% | -48.8% | -9.1% |
| 3M | +12.3% | -29.2% | +41.5% | +13.7% |
| 6M | +85.1% | +66.2% | +18.9% | +75.9% |
| YTD | +74.8% | +10.0% | +64.8% | +69.9% |
| 1Y | +52.7% | -11.0% | +63.6% | +48.6% |
| All | +149.4% | +7.6% | +141.8% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling