+135.6%
NTAP vs FDS
-23.2%
+158.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.2% |
| 7D | -15.1% | -0.5% | -14.5% | -15.1% |
| 30D | -28.1% | +20.2% | -48.3% | -29.8% |
| 3M | -11.4% | +19.9% | -31.3% | -13.9% |
| 6M | +52.2% | +56.2% | -3.9% | +40.1% |
| YTD | +60.4% | +14.6% | +45.9% | +57.7% |
| 1Y | +51.0% | +31.6% | +19.4% | +43.8% |
| 3Y | +135.6% | -23.8% | +159.4% | +157.0% |
| All | +135.6% | -23.2% | +158.7% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling