+140.0%
NTAP vs FGI
-70.4%
+210.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | 0.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.5% | +65.4% | -65.9% | -2.1% |
| 3M | +4.1% | +23.5% | -19.4% | +2.8% |
| 6M | +88.0% | +60.5% | +27.4% | +83.8% |
| YTD | +75.6% | +30.0% | +45.6% | +72.2% |
| 1Y | +58.9% | +82.1% | -23.1% | +53.7% |
| 3Y | +153.6% | -4.4% | +158.0% | +147.7% |
| All | +140.0% | -70.4% | +210.3% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling