+625.8%
NTAP vs FANG
+182.5%
+443.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +7.4% | +2.9% | +4.5% | +6.7% |
| 30D | -1.4% | +2.6% | -4.0% | -2.0% |
| 3M | +24.6% | +7.6% | +17.0% | +22.3% |
| 6M | +105.9% | +17.3% | +88.6% | +97.8% |
| YTD | +88.5% | +38.7% | +49.8% | +74.6% |
| 1Y | +62.1% | +51.6% | +10.5% | +47.0% |
| 3Y | +169.1% | +50.0% | +119.1% | +140.7% |
| 5Y | +141.9% | +237.6% | -95.7% | +79.3% |
| All | +625.8% | +182.5% | +443.3% | +411.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling