+147.5%
NTAP vs FFIV
+136.9%
+10.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -0.5% | -5.1% | +4.5% | +2.0% |
| 3M | +4.1% | -4.5% | +8.5% | +6.4% |
| 6M | +88.0% | +36.5% | +51.5% | +59.9% |
| YTD | +75.6% | +53.0% | +22.6% | +40.6% |
| 1Y | +58.9% | +24.2% | +34.7% | +40.4% |
| All | +147.5% | +136.9% | +10.7% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling