+7,466.1%
NTAP vs FE
+561.4%
+6,904.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -0.5% | -1.2% | +0.6% | -0.2% |
| 3M | +4.1% | +3.5% | +0.6% | +2.6% |
| 6M | +88.0% | -6.1% | +94.0% | +91.1% |
| YTD | +75.6% | +7.6% | +68.0% | +70.3% |
| 1Y | +58.9% | +11.9% | +47.0% | +51.8% |
| 3Y | +153.6% | +48.4% | +105.1% | +116.4% |
| 5Y | +127.6% | +44.8% | +82.9% | +93.5% |
| 10Y | +580.4% | +115.9% | +464.5% | +377.1% |
| All | +7,466.1% | +561.4% | +6,904.6% | +4,581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling