+625.8%
NTAP vs BTG
+159.3%
+466.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.5% |
| 7D | +7.4% | -3.8% | +11.1% | +7.7% |
| 30D | -1.4% | +3.6% | -5.0% | -1.7% |
| 3M | +24.6% | +32.0% | -7.5% | +21.4% |
| 6M | +105.9% | +3.4% | +102.5% | +103.9% |
| YTD | +88.5% | +20.8% | +67.7% | +84.0% |
| 1Y | +62.1% | +22.4% | +39.7% | +57.5% |
| 3Y | +169.1% | +91.7% | +77.3% | +149.0% |
| 5Y | +141.9% | +79.0% | +62.9% | +123.5% |
| All | +625.8% | +159.3% | +466.5% | +580.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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