+149.5%
NTAP vs BTDR
+41.1%
+108.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | -1.9% |
| 7D | +7.2% | -6.9% | +14.1% | +7.6% |
| 30D | -18.4% | -31.5% | +13.2% | -16.3% |
| 3M | -11.3% | -36.1% | +24.8% | -9.0% |
| 6M | +53.8% | -57.6% | +111.4% | +60.2% |
| YTD | +72.0% | -50.0% | +122.0% | +75.2% |
| 1Y | +68.0% | -49.6% | +117.6% | +70.6% |
| 3Y | +149.5% | +48.5% | +100.9% | +130.1% |
| All | +149.5% | +41.1% | +108.4% | +130.1% |
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