+6,813.0%
NTAP vs FE
+556.6%
+6,256.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -15.1% | -1.0% | -14.0% | -14.8% |
| 30D | -28.1% | +4.1% | -32.2% | -29.2% |
| 3M | -11.4% | -1.0% | -10.4% | -11.4% |
| 6M | +52.2% | +4.0% | +48.2% | +49.6% |
| YTD | +60.4% | +6.8% | +53.6% | +55.7% |
| 1Y | +51.0% | +5.3% | +45.7% | +47.1% |
| 3Y | +135.6% | +44.6% | +91.0% | +102.8% |
| 5Y | +107.5% | +44.2% | +63.3% | +76.4% |
| 10Y | +608.6% | +107.3% | +501.4% | +403.8% |
| All | +6,813.0% | +556.6% | +6,256.4% | +4,179.5% |
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 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