+19,691.8%
NTAP vs FICO
+11,458.2%
+8,233.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +5.9% |
| 7D | -0.8% | -19.2% | +18.4% | +6.1% |
| 30D | -0.5% | -14.6% | +14.1% | +3.7% |
| 3M | +4.1% | -20.1% | +24.2% | +9.3% |
| 6M | +88.0% | -36.3% | +124.3% | +109.0% |
| YTD | +75.6% | -44.9% | +120.4% | +104.9% |
| 1Y | +58.9% | -38.6% | +97.5% | +75.5% |
| 3Y | +153.6% | +4.0% | +149.6% | +120.7% |
| 5Y | +127.6% | +99.5% | +28.1% | +48.2% |
| 10Y | +580.4% | +604.7% | -24.3% | +156.0% |
| All | +19,691.8% | +11,458.2% | +8,233.5% | +2,037.9% |
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