+13,538.0%
NTAP vs FDS
+9,502.8%
+4,035.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.8% |
| 7D | -0.8% | -1.9% | +1.1% | +0.1% |
| 30D | -0.5% | +9.0% | -9.6% | -5.2% |
| 3M | +4.1% | +18.9% | -14.8% | -6.8% |
| 6M | +88.0% | +35.1% | +52.8% | +56.0% |
| YTD | +75.6% | +5.5% | +70.1% | +62.6% |
| 1Y | +58.9% | -16.8% | +75.7% | +63.2% |
| 3Y | +153.6% | -28.1% | +181.6% | +174.4% |
| 5Y | +127.6% | -17.4% | +145.1% | +125.3% |
| 10Y | +580.4% | +85.4% | +494.9% | +321.3% |
| All | +13,538.0% | +9,502.8% | +4,035.2% | +1,129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling