+149.4%
NTAP vs BTI
+105.9%
+43.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.0% |
| 30D | -7.0% | -4.8% | -2.3% | -7.4% |
| 3M | +12.3% | -8.1% | +20.4% | +11.6% |
| 6M | +85.1% | -4.2% | +89.3% | +83.9% |
| YTD | +74.8% | -1.3% | +76.1% | +73.6% |
| 1Y | +52.7% | +2.1% | +50.6% | +52.1% |
| All | +149.4% | +105.9% | +43.5% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling