+550.1%
NTAP vs FE
+107.2%
+442.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -15.1% | 0.0% | -15.0% | -15.1% |
| 30D | -28.1% | +5.2% | -33.3% | -29.1% |
| 3M | -11.4% | 0.0% | -11.4% | -11.6% |
| 6M | +52.2% | +5.0% | +47.2% | +49.8% |
| YTD | +60.4% | +7.9% | +52.5% | +56.2% |
| 1Y | +51.0% | +6.3% | +44.7% | +47.5% |
| 3Y | +135.6% | +46.0% | +89.5% | +107.3% |
| 5Y | +107.5% | +45.6% | +61.9% | +80.6% |
| All | +550.1% | +107.2% | +442.9% | +447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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