+562.2%
NTAP vs FFIV
+118.6%
+443.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -1.1% |
| 7D | +7.2% | -0.5% | +7.7% | +7.6% |
| 30D | -18.4% | -32.4% | +14.0% | -0.3% |
| 3M | -11.3% | -25.7% | +14.4% | +2.5% |
| 6M | +53.8% | -13.5% | +67.3% | +63.2% |
| YTD | +72.0% | +21.1% | +50.9% | +50.1% |
| 1Y | +68.0% | +29.4% | +38.6% | +41.1% |
| 3Y | +149.5% | +94.9% | +54.6% | +62.7% |
| 5Y | +125.6% | +34.7% | +90.9% | +76.7% |
| All | +562.2% | +118.6% | +443.6% | +275.1% |
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