+107.8%
NTAP vs FICO
+84.1%
+23.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.9% | -10.7% | -9.9% |
| 7D | -22.5% | -0.3% | -22.2% | -22.5% |
| 30D | -25.7% | +1.7% | -27.4% | -26.4% |
| 3M | -9.0% | -35.2% | +26.2% | -3.8% |
| 6M | +49.2% | -33.7% | +82.8% | +53.9% |
| YTD | +60.6% | -58.2% | +118.8% | +84.5% |
| 1Y | +48.7% | -56.6% | +105.2% | +68.9% |
| 3Y | +135.6% | -24.0% | +159.5% | +120.6% |
| 5Y | +107.8% | +86.1% | +21.7% | +50.5% |
| All | +107.8% | +84.1% | +23.7% | +50.5% |
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 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