+47.9%
NTAP vs FIGR
-29.9%
+77.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.4% |
| 7D | +7.2% | +11.0% | -3.8% | +6.6% |
| 30D | -18.4% | +0.7% | -19.1% | -18.5% |
| 3M | -11.3% | -20.9% | +9.6% | -11.1% |
| 6M | +53.8% | -37.7% | +91.5% | +55.3% |
| YTD | +72.0% | -38.2% | +110.2% | +69.4% |
| 1Y | +68.0% | -27.1% | +95.1% | +61.7% |
| All | +47.9% | -29.9% | +77.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling