+570.8%
NTAP vs FHN
+94.7%
+476.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -7.8% | +0.9% | -8.7% | -7.9% |
| 30D | -25.8% | +2.1% | -27.9% | -26.2% |
| 3M | -11.2% | -6.0% | -5.3% | -9.5% |
| 6M | +49.9% | -2.9% | +52.9% | +51.1% |
| YTD | +66.9% | +0.7% | +66.2% | +65.9% |
| 1Y | +58.8% | +11.0% | +47.8% | +53.2% |
| 3Y | +140.8% | +130.3% | +10.5% | +84.2% |
| 5Y | +115.0% | +61.3% | +53.7% | +70.1% |
| 10Y | +570.8% | +89.6% | +481.2% | +383.5% |
| All | +570.8% | +94.7% | +476.1% | +383.5% |
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