+68.1%
NTAP vs FANG
+32.3%
+35.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.1% |
| 7D | -16.1% | -11.3% | -4.8% | -15.0% |
| 30D | -15.9% | -0.7% | -15.3% | -15.9% |
| 3M | -1.2% | -4.2% | +2.9% | -1.0% |
| 6M | +70.1% | -13.5% | +83.5% | +73.6% |
| YTD | +77.9% | +23.7% | +54.2% | +67.0% |
| 1Y | +68.1% | +34.3% | +33.8% | +60.5% |
| All | +68.1% | +32.3% | +35.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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