-80.8%
FIG vs NTAP
+78.1%
-159.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -12.2% | -1.0% | -11.3% | -11.9% |
| 30D | -11.0% | -7.5% | -3.5% | -8.1% |
| 3M | +11.9% | +14.6% | -2.8% | +3.1% |
| 6M | -21.9% | +91.0% | -112.9% | -49.0% |
| YTD | -40.8% | +73.7% | -114.4% | -58.9% |
| 1Y | -56.6% | +51.2% | -107.9% | -68.3% |
| All | -80.8% | +78.1% | -159.0% | -84.8% |
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