+18,003.8%
NTAP vs FICO
+8,670.4%
+9,333.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.9% | -10.7% | -10.0% |
| 7D | -22.5% | -0.3% | -22.2% | -22.5% |
| 30D | -25.7% | +1.7% | -27.4% | -27.1% |
| 3M | -9.0% | -35.2% | +26.2% | +0.2% |
| 6M | +49.2% | -33.7% | +82.8% | +59.0% |
| YTD | +60.6% | -58.2% | +118.8% | +97.8% |
| 1Y | +48.7% | -56.6% | +105.2% | +80.3% |
| 3Y | +135.6% | -24.0% | +159.5% | +120.1% |
| 5Y | +107.8% | +86.1% | +21.7% | +32.1% |
| 10Y | +609.4% | +522.8% | +86.6% | +166.1% |
| All | +18,003.8% | +8,670.4% | +9,333.4% | +1,964.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling