+7,843.3%
FIX vs NTAP
+10,803.3%
-2,959.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.5% |
| 7D | -17.5% | -15.1% | -2.4% | -14.5% |
| 30D | -41.6% | -28.1% | -13.5% | -37.4% |
| 3M | -40.6% | -11.4% | -29.1% | -39.0% |
| 6M | -49.4% | +52.2% | -101.6% | -53.8% |
| YTD | +9.2% | +60.4% | -51.2% | -1.8% |
| 1Y | +6.5% | +51.0% | -44.5% | -3.0% |
| 3Y | +448.7% | +135.6% | +313.2% | +361.5% |
| 5Y | +948.7% | +107.5% | +841.2% | +800.1% |
| 10Y | +3,659.7% | +608.6% | +3,051.1% | +2,484.9% |
| All | +7,843.3% | +10,803.3% | -2,959.9% | +3,984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling