+122.8%
NTAP vs BTG
+75.0%
+47.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -1.0% | -5.5% | +4.5% | -0.4% |
| 30D | -7.5% | +6.1% | -13.6% | -8.3% |
| 3M | +14.6% | +38.6% | -24.0% | +9.6% |
| 6M | +91.0% | +0.7% | +90.3% | +89.1% |
| YTD | +73.7% | +20.3% | +53.4% | +67.4% |
| 1Y | +51.2% | +25.0% | +26.2% | +44.0% |
| 3Y | +146.1% | +97.3% | +48.8% | +112.9% |
| 5Y | +122.8% | +78.3% | +44.5% | +99.6% |
| All | +122.8% | +75.0% | +47.9% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling