+570.8%
NTAP vs FICO
+535.6%
+35.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -7.8% | +0.9% | -8.6% | -8.0% |
| 30D | -25.8% | +9.4% | -35.2% | -28.1% |
| 3M | -11.2% | -30.4% | +19.2% | -5.7% |
| 6M | +49.9% | -35.1% | +85.0% | +59.1% |
| YTD | +66.9% | -56.8% | +123.6% | +98.6% |
| 1Y | +58.8% | -58.4% | +117.2% | +91.2% |
| 3Y | +140.8% | -26.7% | +167.5% | +125.7% |
| 5Y | +115.0% | +88.0% | +27.0% | +35.4% |
| 10Y | +570.8% | +545.7% | +25.1% | +122.0% |
| All | +570.8% | +535.6% | +35.2% | +122.0% |
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