+1,769.9%
NTAP vs FFIV
+5,965.2%
-4,195.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -15.1% | -8.1% | -6.9% | -12.0% |
| 30D | -28.1% | -33.4% | +5.3% | -16.4% |
| 3M | -11.4% | -24.7% | +13.3% | -2.0% |
| 6M | +52.2% | -8.8% | +61.1% | +56.5% |
| YTD | +60.4% | +21.8% | +38.6% | +46.8% |
| 1Y | +51.0% | +25.3% | +25.7% | +36.6% |
| 3Y | +135.6% | +101.2% | +34.4% | +75.8% |
| 5Y | +107.5% | +40.2% | +67.3% | +75.9% |
| 10Y | +608.6% | +129.0% | +479.6% | +390.2% |
| All | +1,769.9% | +5,965.2% | -4,195.2% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling