+625.8%
NTAP vs BTI
+73.8%
+552.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | -1.4% | -1.1% | -0.3% | -1.0% |
| 3M | +24.6% | -8.8% | +33.3% | +27.5% |
| 6M | +105.9% | -4.0% | +109.8% | +105.7% |
| YTD | +88.5% | +0.4% | +88.2% | +85.1% |
| 1Y | +62.1% | +1.9% | +60.2% | +58.0% |
| 3Y | +169.1% | +108.5% | +60.5% | +94.0% |
| 5Y | +141.9% | +118.5% | +23.3% | +68.5% |
| All | +625.8% | +73.8% | +552.0% | +416.5% |
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