+589.7%
NTAP vs FE
+120.9%
+468.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +3.9% | +4.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -23.4% | +3.6% | -27.0% | -24.2% |
| 3M | -7.5% | +0.3% | -7.9% | -7.7% |
| 6M | +56.4% | +6.4% | +50.0% | +53.3% |
| YTD | +73.6% | +8.1% | +65.5% | +69.0% |
| 1Y | +68.4% | +4.6% | +63.8% | +65.3% |
| 3Y | +150.6% | +49.1% | +101.5% | +118.9% |
| 5Y | +122.5% | +46.1% | +76.4% | +93.2% |
| 10Y | +589.7% | +122.7% | +467.0% | +474.0% |
| All | +589.7% | +120.9% | +468.8% | +474.0% |
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