+66.7%
NTAP vs FFIV
+33.1%
+33.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.6% |
| 7D | -2.4% | -2.9% | +0.5% | -0.8% |
| 30D | -23.4% | -32.4% | +9.0% | -9.5% |
| 3M | -7.5% | -22.7% | +15.2% | +1.6% |
| 6M | +56.4% | -10.7% | +67.1% | +60.5% |
| YTD | +73.6% | +25.4% | +48.3% | +52.0% |
| All | +66.7% | +33.1% | +33.6% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling