+509.1%
FAST vs NTAP
+576.5%
-67.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -0.8% | -0.5% | -0.2% | -0.8% |
| 3M | +5.8% | +4.1% | +1.7% | +3.9% |
| 6M | +8.0% | +88.0% | -80.0% | -12.8% |
| YTD | +25.6% | +75.6% | -49.9% | +3.3% |
| 1Y | +0.8% | +58.9% | -58.1% | -14.8% |
| 3Y | +86.1% | +153.6% | -67.5% | +28.2% |
| 5Y | +100.2% | +127.6% | -27.4% | +40.4% |
| All | +509.1% | +576.5% | -67.4% | +179.1% |
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