+3,800.0%
FIX vs NTAP
+608.6%
+3,191.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +7.5% |
| 7D | -7.2% | -5.0% | -2.3% | -4.5% |
| 30D | -35.1% | -25.8% | -9.4% | -25.1% |
| 3M | -34.3% | -6.9% | -27.4% | -31.9% |
| 6M | -42.9% | +50.0% | -92.9% | -54.3% |
| YTD | +19.5% | +66.9% | -47.5% | -10.5% |
| 1Y | +16.8% | +58.3% | -41.5% | -10.0% |
| 3Y | +506.7% | +145.1% | +361.6% | +277.7% |
| 5Y | +1,046.7% | +114.2% | +932.5% | +645.8% |
| 10Y | +3,800.0% | +576.6% | +3,223.4% | +1,438.0% |
| All | +3,800.0% | +608.6% | +3,191.4% | +1,438.0% |
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