+136.7%
NTAP vs FHN
+88.9%
+47.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +3.3% | +2.7% | +0.6% | +2.6% |
| 30D | -0.2% | -3.1% | +2.9% | +0.5% |
| 3M | +11.4% | +2.3% | +9.0% | +10.9% |
| 6M | +88.7% | +9.7% | +78.9% | +84.6% |
| YTD | +78.9% | +4.7% | +74.2% | +76.7% |
| 1Y | +58.8% | +13.8% | +45.1% | +53.8% |
| 3Y | +153.5% | +131.6% | +22.0% | +117.8% |
| 5Y | +136.7% | +91.1% | +45.6% | +94.0% |
| All | +136.7% | +88.9% | +47.8% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling