+11.4%
FPS vs NTAP
+92.6%
-81.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.1% |
| 7D | +10.4% | +3.3% | +7.1% | +8.6% |
| 30D | -16.5% | -0.2% | -16.3% | -16.4% |
| 3M | -45.5% | +11.4% | -56.9% | -48.8% |
| 6M | +2.1% | +88.7% | -86.6% | -32.0% |
| All | +11.4% | +92.6% | -81.1% | -27.0% |
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