+115.0%
NTAP vs FHN
+60.9%
+54.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.1% |
| 3M | -11.2% | -6.0% | -5.3% | -10.0% |
| 6M | +49.9% | -2.9% | +52.9% | +50.9% |
| YTD | +66.9% | +0.7% | +66.2% | +66.3% |
| 1Y | +58.8% | +11.0% | +47.8% | +55.0% |
| 3Y | +140.8% | +130.3% | +10.5% | +109.1% |
| 5Y | +115.0% | +61.3% | +53.7% | +88.6% |
| All | +115.0% | +60.9% | +54.1% | +88.6% |
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