+3,653.2%
FIX vs NTAP
+591.8%
+3,061.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.5% |
| 7D | -17.5% | -15.1% | -2.4% | -10.6% |
| 30D | -41.6% | -28.1% | -13.5% | -31.6% |
| 3M | -40.6% | -11.4% | -29.1% | -37.0% |
| 6M | -49.4% | +52.2% | -101.6% | -59.8% |
| YTD | +9.2% | +60.4% | -51.2% | -16.8% |
| 1Y | +6.5% | +51.0% | -44.5% | -16.2% |
| 3Y | +448.7% | +135.6% | +313.2% | +247.4% |
| 5Y | +948.7% | +107.5% | +841.2% | +591.2% |
| All | +3,653.2% | +591.8% | +3,061.4% | +1,359.0% |
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