+149.5%
NTAP vs BUD
+49.6%
+99.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.4% |
| 7D | +7.2% | +1.0% | +6.2% | +7.3% |
| 30D | -18.4% | +6.7% | -25.1% | -18.0% |
| 3M | -11.3% | +5.7% | -17.0% | -10.8% |
| 6M | +53.8% | +5.8% | +47.9% | +54.5% |
| YTD | +72.0% | +34.4% | +37.6% | +69.1% |
| 1Y | +68.0% | +33.3% | +34.8% | +65.2% |
| 3Y | +149.5% | +48.8% | +100.7% | +142.6% |
| All | +149.5% | +49.6% | +99.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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