+579.4%
NTAP vs FDS
+127.0%
+452.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | +9.9% | -2.6% | +12.4% | +10.8% |
| 30D | -22.1% | +14.1% | -36.2% | -26.2% |
| 3M | -7.7% | +19.8% | -27.5% | -14.9% |
| 6M | +60.9% | +55.0% | +6.0% | +31.6% |
| YTD | +76.4% | +15.9% | +60.5% | +61.0% |
| 1Y | +69.3% | +24.2% | +45.2% | +49.2% |
| 3Y | +154.6% | -24.0% | +178.7% | +173.4% |
| 5Y | +131.4% | -23.3% | +154.8% | +143.3% |
| All | +579.4% | +127.0% | +452.4% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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