+49.3%
NTAP vs FIGR
+1.6%
+47.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.4% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | -7.5% | +31.4% | -38.9% | -9.0% |
| 3M | +14.6% | +30.3% | -15.7% | +12.6% |
| 6M | +91.0% | -7.6% | +98.6% | +89.8% |
| YTD | +73.7% | -10.5% | +84.1% | +69.1% |
| All | +49.3% | +1.6% | +47.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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