+777.0%
FIX vs NTAP
+149.9%
+627.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | -7.2% | -0.5% | -6.7% | -7.2% |
| 3M | -15.9% | +4.1% | -19.9% | -17.9% |
| 6M | +12.7% | +88.0% | -75.2% | -22.4% |
| YTD | +72.8% | +75.6% | -2.8% | +22.6% |
| 1Y | +122.9% | +58.9% | +64.0% | +68.7% |
| All | +777.0% | +149.9% | +627.1% | +442.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling