+105.3%
FAST vs NTAP
+124.7%
-19.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | +4.2% | +7.2% | -3.0% | +2.8% |
| 30D | +6.7% | -18.4% | +25.0% | +10.4% |
| 3M | +8.0% | -11.3% | +19.4% | +9.6% |
| 6M | +27.4% | +53.8% | -26.3% | +13.2% |
| YTD | +40.5% | +72.0% | -31.5% | +20.8% |
| 1Y | +38.4% | +68.0% | -29.7% | +19.5% |
| 3Y | +98.7% | +149.5% | -50.8% | +44.2% |
| All | +105.3% | +124.7% | -19.4% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling