+1,024.0%
NTAP vs BTG
+378.0%
+646.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +3.3% | +4.8% | -1.5% | +3.0% |
| 30D | -0.2% | +8.3% | -8.6% | -0.7% |
| 3M | +11.4% | +32.3% | -20.9% | +9.4% |
| 6M | +88.7% | +3.0% | +85.7% | +87.4% |
| YTD | +78.9% | +21.9% | +57.0% | +75.8% |
| 1Y | +58.8% | +28.2% | +30.7% | +55.3% |
| 3Y | +153.5% | +99.9% | +53.6% | +140.2% |
| 5Y | +136.7% | +73.6% | +63.2% | +124.5% |
| 10Y | +590.2% | +136.5% | +453.7% | +534.8% |
| All | +1,024.0% | +378.0% | +646.1% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling