+589.7%
NTAP vs FITB
+282.4%
+307.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | -7.0% | -5.1% | -1.9% | -5.0% |
| 3M | +12.3% | +3.5% | +8.8% | +10.6% |
| 6M | +85.1% | +17.2% | +67.9% | +72.4% |
| YTD | +74.8% | +17.6% | +57.1% | +62.0% |
| 1Y | +52.7% | +23.4% | +29.3% | +38.5% |
| 3Y | +147.7% | +129.7% | +17.9% | +72.0% |
| 5Y | +124.8% | +68.4% | +56.4% | +72.2% |
| 10Y | +589.7% | +285.6% | +304.1% | +239.9% |
| All | +589.7% | +282.4% | +307.3% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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