+31.2%
BIL vs NTAP
+717.3%
-686.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | +9.9% | -9.8% | +0.1% |
| 30D | +0.3% | -22.1% | +22.5% | +0.3% |
| 3M | +0.9% | -7.7% | +8.6% | +0.9% |
| 6M | +1.8% | +60.9% | -59.1% | +1.9% |
| YTD | +3.1% | +76.4% | -73.3% | +3.2% |
| 1Y | +3.7% | +69.3% | -65.7% | +3.7% |
| 3Y | +13.8% | +154.6% | -140.8% | +13.9% |
| 5Y | +20.2% | +131.4% | -111.2% | +20.4% |
| 10Y | +26.1% | +600.9% | -574.7% | +26.6% |
| All | +31.2% | +717.3% | -686.0% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling