-56.9%
FIG vs NTAP
+67.5%
-124.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.2% |
| 7D | -14.3% | -2.4% | -11.9% | -13.0% |
| 30D | -13.6% | -23.4% | +9.8% | -4.6% |
| 3M | -23.7% | -7.5% | -16.2% | -23.0% |
| 6M | -5.4% | +56.4% | -61.8% | -30.3% |
| YTD | -49.2% | +73.6% | -122.9% | -65.6% |
| All | -56.9% | +67.5% | -124.4% | -69.5% |
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