+12,861.7%
NTAP vs FDS
+10,266.7%
+2,595.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -7.8% | -2.0% | -5.8% | -6.9% |
| 30D | -25.8% | +13.5% | -39.3% | -30.9% |
| 3M | -11.2% | +15.2% | -26.4% | -19.3% |
| 6M | +49.9% | +47.0% | +2.9% | +18.0% |
| YTD | +66.9% | +13.9% | +53.0% | +45.8% |
| 1Y | +58.8% | +25.2% | +33.7% | +31.6% |
| 3Y | +140.8% | -25.3% | +166.2% | +151.2% |
| 5Y | +115.0% | -23.3% | +138.3% | +117.4% |
| 10Y | +570.8% | +126.0% | +444.8% | +268.5% |
| All | +12,861.7% | +10,266.7% | +2,595.0% | +1,002.7% |
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