+590.2%
NTAP vs FE
+113.1%
+477.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +3.3% | +0.6% | +2.6% | +3.1% |
| 30D | -0.2% | -2.1% | +1.9% | +0.3% |
| 3M | +11.4% | +2.6% | +8.8% | +10.5% |
| 6M | +88.7% | -6.8% | +95.5% | +91.7% |
| YTD | +78.9% | +6.9% | +72.0% | +74.9% |
| 1Y | +58.8% | +11.6% | +47.3% | +53.1% |
| 3Y | +153.5% | +47.7% | +105.8% | +121.9% |
| 5Y | +136.7% | +46.2% | +90.5% | +105.5% |
| 10Y | +590.2% | +109.2% | +481.0% | +476.5% |
| All | +590.2% | +113.1% | +477.1% | +476.5% |
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