+772.5%
NTAP vs FANG
+1,395.6%
-623.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | -7.0% | +2.4% | -9.4% | -7.5% |
| 3M | +12.3% | +4.9% | +7.4% | +10.9% |
| 6M | +85.1% | +12.0% | +73.1% | +79.8% |
| YTD | +74.8% | +37.1% | +37.7% | +62.7% |
| 1Y | +52.7% | +52.3% | +0.4% | +38.9% |
| 3Y | +147.7% | +45.0% | +102.7% | +124.2% |
| 5Y | +124.8% | +231.0% | -106.2% | +69.3% |
| 10Y | +589.7% | +177.5% | +412.2% | +376.5% |
| All | +772.5% | +1,395.6% | -623.1% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling