+589.7%
NTAP vs FICO
+544.1%
+45.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | +4.0% | -6.4% | -3.4% |
| 30D | -23.4% | -1.5% | -21.9% | -23.7% |
| 3M | -7.5% | -29.8% | +22.3% | -2.0% |
| 6M | +56.4% | -33.3% | +89.6% | +64.4% |
| YTD | +73.6% | -56.9% | +130.5% | +106.7% |
| 1Y | +68.4% | -59.5% | +127.8% | +104.4% |
| 3Y | +150.6% | -26.9% | +177.5% | +134.9% |
| 5Y | +122.5% | +92.9% | +29.5% | +38.7% |
| 10Y | +589.7% | +539.5% | +50.2% | +128.5% |
| All | +589.7% | +544.1% | +45.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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