+1,027.6%
FIX vs NTAP
+124.7%
+902.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.1% |
| 7D | +9.4% | +7.2% | +2.2% | +5.8% |
| 30D | -27.8% | -18.4% | -9.4% | -19.9% |
| 3M | -35.6% | -11.3% | -24.2% | -31.5% |
| 6M | -45.2% | +53.8% | -99.0% | -57.3% |
| YTD | +19.5% | +72.0% | -52.5% | -14.1% |
| 1Y | +24.2% | +68.0% | -43.8% | -9.4% |
| 3Y | +494.2% | +149.5% | +344.7% | +249.8% |
| All | +1,027.6% | +124.7% | +902.8% | +587.1% |
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