-22.6%
FPS vs NTAP
+91.5%
-114.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.7% | -16.2% |
| 7D | -23.3% | -16.1% | -7.2% | -13.4% |
| 30D | -42.4% | -15.9% | -26.5% | -34.8% |
| 3M | -43.0% | -1.2% | -41.8% | -41.2% |
| 6M | -44.5% | +70.1% | -114.5% | -58.3% |
| All | -22.6% | +91.5% | -114.1% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling