+2,500.2%
FDX vs NTAP
+23,420.6%
-20,920.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +5.0% | +88.0% | -82.9% | -5.9% |
| YTD | +39.6% | +75.6% | -35.9% | +26.3% |
| 1Y | +81.1% | +58.9% | +22.2% | +66.3% |
| 3Y | +63.0% | +153.6% | -90.5% | +37.3% |
| 5Y | +65.6% | +127.6% | -62.0% | +41.3% |
| 10Y | +183.4% | +580.4% | -397.0% | +103.4% |
| All | +2,500.2% | +23,420.6% | -20,920.4% | +992.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling