+131.1%
NTAP vs BUD
+46.3%
+84.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -0.5% | -5.7% | +5.1% | +0.5% |
| 3M | +4.1% | +3.1% | +1.0% | +3.2% |
| 6M | +88.0% | +7.9% | +80.1% | +83.7% |
| YTD | +75.6% | +27.3% | +48.2% | +64.3% |
| 1Y | +58.9% | +37.8% | +21.1% | +45.6% |
| 3Y | +153.6% | +49.8% | +103.7% | +120.7% |
| All | +131.1% | +46.3% | +84.7% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling