+124.8%
NTAP vs BTI
+113.9%
+10.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | -7.0% | -4.8% | -2.3% | -6.6% |
| 3M | +12.3% | -8.1% | +20.4% | +13.0% |
| 6M | +85.1% | -4.2% | +89.3% | +84.3% |
| YTD | +74.8% | -1.3% | +76.1% | +72.9% |
| 1Y | +52.7% | +2.1% | +50.6% | +50.2% |
| 3Y | +147.7% | +108.9% | +38.7% | +100.6% |
| 5Y | +124.8% | +114.5% | +10.3% | +87.0% |
| All | +124.8% | +113.9% | +10.8% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling