+131.4%
NTAP vs FE
+46.0%
+85.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.9% | -0.3% | +10.1% | +9.9% |
| 30D | -22.1% | +3.9% | -26.0% | -22.6% |
| 3M | -7.7% | -0.1% | -7.6% | -7.7% |
| 6M | +60.9% | +6.1% | +54.9% | +59.4% |
| YTD | +76.4% | +8.1% | +68.4% | +73.7% |
| 1Y | +69.3% | +4.4% | +64.9% | +67.6% |
| 3Y | +154.6% | +49.0% | +105.6% | +132.0% |
| 5Y | +131.4% | +46.1% | +85.3% | +105.9% |
| All | +131.4% | +46.0% | +85.4% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling