+562.2%
NTAP vs BTI
+131.8%
+430.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | +7.2% | +1.6% | +5.6% | +6.7% |
| 30D | -18.4% | +9.2% | -27.6% | -20.7% |
| 3M | -11.3% | +9.6% | -21.0% | -14.1% |
| 6M | +53.8% | -2.4% | +56.2% | +53.4% |
| YTD | +72.0% | +14.2% | +57.7% | +61.5% |
| 1Y | +68.0% | +20.3% | +47.7% | +54.8% |
| 3Y | +149.5% | +147.4% | +2.1% | +68.6% |
| 5Y | +125.6% | +155.4% | -29.9% | +48.0% |
| All | +562.2% | +131.8% | +430.4% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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