+26.1%
BIL vs NTAP
+597.8%
-571.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +0.3% | -23.4% | +23.8% | +0.3% |
| 3M | +0.9% | -7.5% | +8.5% | +0.9% |
| 6M | +1.9% | +56.4% | -54.5% | +1.8% |
| YTD | +3.1% | +73.6% | -70.5% | +3.1% |
| 1Y | +3.7% | +68.4% | -64.7% | +3.7% |
| 3Y | +13.8% | +150.6% | -136.8% | +13.8% |
| 5Y | +20.2% | +122.5% | -102.2% | +20.2% |
| 10Y | +26.1% | +589.7% | -563.6% | +25.9% |
| All | +26.1% | +597.8% | -571.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling