+107.2%
FAST vs NTAP
+128.6%
-21.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | -0.5% | -0.2% | -0.8% |
| 3M | +5.8% | +4.1% | +1.7% | +4.5% |
| 6M | +8.0% | +88.0% | -80.0% | -8.0% |
| YTD | +25.6% | +75.6% | -49.9% | +8.6% |
| 1Y | +0.8% | +58.9% | -58.1% | -11.0% |
| 3Y | +86.1% | +153.6% | -67.5% | +36.2% |
| All | +107.2% | +128.6% | -21.5% | +49.3% |
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