+589.7%
NTAP vs FHN
+125.8%
+463.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -7.0% | -2.6% | -4.5% | -6.3% |
| 3M | +12.3% | 0.0% | +12.3% | +12.4% |
| 6M | +85.1% | +9.2% | +75.9% | +79.7% |
| YTD | +74.8% | +4.3% | +70.4% | +71.9% |
| 1Y | +52.7% | +10.8% | +41.9% | +47.1% |
| 3Y | +147.7% | +130.7% | +16.9% | +88.6% |
| 5Y | +124.8% | +87.4% | +37.4% | +68.0% |
| 10Y | +589.7% | +126.9% | +462.8% | +335.2% |
| All | +589.7% | +125.8% | +463.9% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling