+1,070.8%
NTAP vs BUD
+214.6%
+856.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | -15.1% | +4.5% | -19.5% | -16.7% |
| 30D | -28.1% | +12.5% | -40.6% | -31.6% |
| 3M | -11.4% | 0.0% | -11.4% | -12.3% |
| 6M | +52.2% | +3.8% | +48.4% | +47.8% |
| YTD | +60.4% | +33.1% | +27.4% | +40.2% |
| 1Y | +51.0% | +35.5% | +15.5% | +30.9% |
| 3Y | +135.6% | +49.4% | +86.2% | +90.6% |
| 5Y | +107.5% | +48.0% | +59.5% | +65.2% |
| 10Y | +608.6% | -8.6% | +617.2% | +560.5% |
| All | +1,070.8% | +214.6% | +856.1% | +450.4% |
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