+127.9%
NTAP vs FICO
+91.4%
+36.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +7.2% | +2.2% | +5.0% | +6.8% |
| 30D | -18.4% | +0.1% | -18.5% | -18.8% |
| 3M | -11.3% | -35.2% | +23.8% | -6.1% |
| 6M | +53.8% | -32.4% | +86.1% | +58.3% |
| YTD | +72.0% | -57.4% | +129.4% | +97.2% |
| 1Y | +68.0% | -58.5% | +126.6% | +93.9% |
| 3Y | +149.5% | -28.9% | +178.3% | +138.2% |
| All | +127.9% | +91.4% | +36.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling