+149.8%
FDX vs NTAP
+600.9%
-451.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | +0.8% | +9.9% | -9.1% | -2.3% |
| 30D | +9.9% | -22.1% | +32.0% | +18.4% |
| 3M | -1.9% | -7.7% | +5.8% | -0.8% |
| 6M | +6.1% | +60.9% | -54.9% | -13.7% |
| YTD | +38.8% | +76.4% | -37.6% | +8.3% |
| 1Y | +50.0% | +69.3% | -19.4% | +18.7% |
| 3Y | +71.0% | +154.6% | -83.6% | +9.5% |
| 5Y | +72.5% | +131.4% | -59.0% | +12.7% |
| All | +149.8% | +600.9% | -451.1% | +8.8% |
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