+590.2%
NTAP vs FFIV
+224.0%
+366.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +3.3% | -1.5% | +4.8% | +4.2% |
| 30D | -0.2% | -2.7% | +2.4% | +1.1% |
| 3M | +11.4% | -1.7% | +13.0% | +12.1% |
| 6M | +88.7% | +36.1% | +52.6% | +58.1% |
| YTD | +78.9% | +52.6% | +26.3% | +40.3% |
| 1Y | +58.8% | +21.5% | +37.3% | +40.0% |
| 3Y | +153.5% | +142.7% | +10.9% | +50.0% |
| 5Y | +136.7% | +92.6% | +44.2% | +54.8% |
| 10Y | +590.2% | +225.5% | +364.7% | +247.6% |
| All | +590.2% | +224.0% | +366.2% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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