+1,117.8%
NTAP vs BUD
+222.5%
+895.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -7.8% | +6.0% | -13.8% | -9.8% |
| 30D | -25.8% | +11.3% | -37.1% | -29.1% |
| 3M | -11.2% | +3.6% | -14.8% | -13.2% |
| 6M | +49.9% | +7.7% | +42.2% | +43.6% |
| YTD | +66.9% | +36.4% | +30.5% | +44.6% |
| 1Y | +58.8% | +37.8% | +21.0% | +36.9% |
| 3Y | +140.8% | +51.2% | +89.6% | +94.2% |
| 5Y | +115.0% | +53.4% | +61.6% | +68.9% |
| 10Y | +570.8% | -3.2% | +574.0% | +510.7% |
| All | +1,117.8% | +222.5% | +895.4% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling