+576.6%
NTAP vs FFIV
+132.4%
+444.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.8% | +2.8% |
| 7D | -5.0% | -2.1% | -2.9% | -3.6% |
| 30D | -25.8% | -33.8% | +8.0% | -8.1% |
| 3M | -6.9% | -20.6% | +13.7% | +3.7% |
| 6M | +50.0% | -10.2% | +60.3% | +56.0% |
| YTD | +66.9% | +24.5% | +42.5% | +43.5% |
| 1Y | +58.3% | +29.3% | +28.9% | +33.0% |
| 3Y | +145.1% | +103.8% | +41.3% | +55.9% |
| 5Y | +114.2% | +40.9% | +73.3% | +63.5% |
| 10Y | +576.6% | +126.6% | +450.0% | +274.6% |
| All | +576.6% | +132.4% | +444.1% | +274.6% |
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