+19,285.3%
NTAP vs BTI
+3,816.8%
+15,468.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +7.2% | +1.6% | +5.6% | +6.8% |
| 30D | -18.4% | +9.2% | -27.6% | -20.2% |
| 3M | -11.3% | +9.6% | -21.0% | -13.5% |
| 6M | +53.8% | -2.4% | +56.2% | +53.2% |
| YTD | +72.0% | +14.2% | +57.7% | +64.6% |
| 1Y | +68.0% | +20.3% | +47.7% | +58.8% |
| 3Y | +149.5% | +147.4% | +2.1% | +95.4% |
| 5Y | +125.6% | +155.4% | -29.9% | +74.5% |
| 10Y | +583.1% | +127.3% | +455.8% | +433.0% |
| All | +19,285.3% | +3,816.8% | +15,468.6% | +13,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling