+169.1%
NTAP vs FANG
+45.3%
+123.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +7.4% | +2.9% | +4.5% | +6.6% |
| 30D | -1.4% | +2.6% | -4.0% | -2.1% |
| 3M | +24.6% | +7.6% | +17.0% | +21.7% |
| 6M | +105.9% | +17.3% | +88.6% | +95.2% |
| YTD | +88.5% | +38.7% | +49.8% | +70.1% |
| 1Y | +62.1% | +51.6% | +10.5% | +42.1% |
| 3Y | +169.1% | +50.0% | +119.1% | +133.8% |
| All | +169.1% | +45.3% | +123.8% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling