+145.1%
NTAP vs FGI
0.0%
+145.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +4.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | -25.8% | -3.2% | -22.5% | -25.7% |
| 3M | -6.9% | +64.1% | -71.0% | -7.8% |
| 6M | +50.0% | +17.2% | +32.8% | +48.8% |
| YTD | +66.9% | +31.6% | +35.4% | +65.4% |
| 1Y | +58.3% | +45.1% | +13.2% | +56.8% |
| 3Y | +145.1% | -2.0% | +147.1% | +151.4% |
| All | +145.1% | 0.0% | +145.1% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling