+175.5%
FDX vs NTAP
+583.2%
-407.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.3% |
| 7D | -3.3% | +3.3% | -6.6% | -4.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -4.5% | +11.4% | -15.9% | -8.6% |
| 6M | +9.4% | +88.7% | -79.3% | -15.0% |
| YTD | +36.0% | +78.9% | -42.9% | +7.2% |
| 1Y | +75.5% | +58.8% | +16.7% | +44.1% |
| 3Y | +62.8% | +153.5% | -90.7% | +6.1% |
| 5Y | +64.4% | +136.7% | -72.3% | +7.9% |
| 10Y | +175.5% | +590.2% | -414.7% | +18.9% |
| All | +175.5% | +583.2% | -407.7% | +18.9% |
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