+531.8%
FAST vs NTAP
+575.4%
-43.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.8% | -7.8% | +12.5% | +6.9% |
| 30D | +8.6% | -25.8% | +34.4% | +17.1% |
| 3M | +5.7% | -11.2% | +16.9% | +7.9% |
| 6M | +25.5% | +49.9% | -24.5% | +7.8% |
| YTD | +39.6% | +66.9% | -27.3% | +15.2% |
| 1Y | +35.5% | +58.8% | -23.4% | +13.4% |
| 3Y | +96.2% | +140.8% | -44.6% | +36.0% |
| 5Y | +110.2% | +115.0% | -4.8% | +48.7% |
| 10Y | +531.8% | +570.8% | -39.0% | +207.0% |
| All | +531.8% | +575.4% | -43.6% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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