+589.7%
NTAP vs FDS
+72.8%
+516.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.1% |
| 7D | +2.2% | -8.8% | +11.0% | +5.6% |
| 30D | -7.0% | -1.4% | -5.7% | -7.0% |
| 3M | +12.3% | +13.9% | -1.6% | +4.8% |
| 6M | +85.1% | +27.4% | +57.7% | +63.5% |
| YTD | +74.8% | -2.5% | +77.2% | +71.6% |
| 1Y | +52.7% | -23.8% | +76.5% | +65.7% |
| 3Y | +147.7% | -32.5% | +180.1% | +178.3% |
| 5Y | +124.8% | -23.2% | +148.0% | +132.6% |
| 10Y | +589.7% | +76.4% | +513.3% | +332.6% |
| All | +589.7% | +72.8% | +516.9% | +332.6% |
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