+12,360.9%
NTAP vs FDS
+10,327.4%
+2,033.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.6% |
| 7D | -15.1% | -0.5% | -14.5% | -15.2% |
| 30D | -28.1% | +20.2% | -48.3% | -34.9% |
| 3M | -11.4% | +19.9% | -31.3% | -21.0% |
| 6M | +52.2% | +56.2% | -3.9% | +16.2% |
| YTD | +60.4% | +14.6% | +45.9% | +39.8% |
| 1Y | +51.0% | +31.6% | +19.4% | +21.9% |
| 3Y | +135.6% | -23.8% | +159.4% | +143.2% |
| 5Y | +107.5% | -22.6% | +130.1% | +108.9% |
| 10Y | +608.6% | +139.3% | +469.3% | +278.2% |
| All | +12,360.9% | +10,327.4% | +2,033.5% | +957.2% |
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