+81.1%
FDX vs NTAP
+61.4%
+19.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.5% | -0.8% | -1.8% | -2.4% |
| 30D | +3.8% | -0.5% | +4.3% | +3.8% |
| 3M | -1.3% | +4.1% | -5.4% | -2.0% |
| 6M | +5.0% | +88.0% | -82.9% | -7.1% |
| YTD | +39.6% | +75.6% | -35.9% | +25.2% |
| 1Y | +81.1% | +58.9% | +22.2% | +69.4% |
| All | +81.1% | +61.4% | +19.7% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling