+171.0%
NTAP vs BTDR
+26.7%
+144.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.8% |
| 7D | +3.3% | +22.4% | -19.2% | +2.1% |
| 30D | -0.2% | +16.5% | -16.7% | -1.4% |
| 3M | +11.4% | -31.5% | +42.9% | +12.9% |
| 6M | +88.7% | +74.0% | +14.6% | +79.7% |
| YTD | +78.9% | +13.0% | +65.9% | +74.2% |
| 1Y | +58.8% | -0.2% | +59.1% | +54.1% |
| 3Y | +153.5% | +9.9% | +143.7% | +131.6% |
| 5Y | +136.7% | +28.1% | +108.6% | +105.3% |
| All | +171.0% | +26.7% | +144.3% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling