+119.2%
NTAP vs FGI
-70.6%
+189.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -15.1% | -7.0% | -8.1% | -15.0% |
| 30D | -28.1% | -4.2% | -23.8% | -28.0% |
| 3M | -11.4% | +55.6% | -67.0% | -12.8% |
| 6M | +52.2% | -3.2% | +55.4% | +50.6% |
| YTD | +60.4% | +29.1% | +31.3% | +57.3% |
| 1Y | +51.0% | +51.0% | 0.0% | +47.4% |
| 3Y | +135.6% | +1.5% | +134.0% | +129.2% |
| All | +119.2% | -70.6% | +189.8% | +120.0% |
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