+68.0%
NTAP vs FGI
+17.8%
+50.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -25.2% | +22.6% | -2.0% |
| 7D | +7.2% | -14.4% | +21.6% | +7.5% |
| 30D | -18.4% | -11.8% | -6.6% | -18.2% |
| 3M | -11.3% | -46.2% | +34.9% | -10.6% |
| 6M | +53.8% | +5.2% | +48.6% | +52.1% |
| YTD | +72.0% | +10.5% | +61.4% | +71.0% |
| 1Y | +68.0% | +25.5% | +42.5% | +64.6% |
| All | +68.0% | +17.8% | +50.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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