+3,644.4%
FIX vs NTAP
+575.4%
+3,069.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -13.9% | -7.8% | -6.2% | -10.2% |
| 30D | -35.5% | -25.8% | -9.8% | -25.6% |
| 3M | -33.9% | -11.2% | -22.7% | -29.9% |
| 6M | -43.3% | +49.9% | -93.2% | -54.6% |
| YTD | +18.7% | +66.9% | -48.2% | -11.1% |
| 1Y | +13.8% | +58.8% | -45.1% | -12.5% |
| 3Y | +495.0% | +140.8% | +354.1% | +273.5% |
| 5Y | +1,049.0% | +115.0% | +934.1% | +646.2% |
| 10Y | +3,644.4% | +570.8% | +3,073.6% | +1,383.8% |
| All | +3,644.4% | +575.4% | +3,069.0% | +1,383.8% |
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