-80.3%
FIG vs NTAP
+83.5%
-163.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -6.6% |
| 7D | -16.4% | +3.3% | -19.6% | -17.7% |
| 30D | -2.3% | -0.2% | -2.1% | -2.6% |
| 3M | +7.8% | +11.4% | -3.6% | +1.2% |
| 6M | -21.8% | +88.7% | -110.5% | -48.1% |
| YTD | -39.1% | +78.9% | -118.0% | -58.4% |
| 1Y | -56.6% | +58.8% | -115.5% | -68.4% |
| All | -80.3% | +83.5% | -163.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling