-55.8%
FIG vs NTAP
+61.4%
-117.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | -0.8% | -15.5% | -16.0% |
| 30D | -14.3% | -0.5% | -13.8% | -14.7% |
| 3M | +7.2% | +4.1% | +3.1% | +3.8% |
| 6M | -18.6% | +88.0% | -106.6% | -50.9% |
| YTD | -35.5% | +75.6% | -111.0% | -58.4% |
| 1Y | -55.8% | +58.9% | -114.7% | -66.5% |
| All | -55.8% | +61.4% | -117.2% | -66.5% |
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