+562.2%
NTAP vs FITB
+212.2%
+350.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | +7.2% | +2.8% | +4.4% | +6.1% |
| 30D | -18.4% | +9.8% | -28.2% | -21.4% |
| 3M | -11.3% | -5.2% | -6.2% | -9.5% |
| 6M | +53.8% | +17.3% | +36.4% | +43.5% |
| YTD | +72.0% | +19.3% | +52.7% | +58.4% |
| 1Y | +68.0% | +32.7% | +35.3% | +48.1% |
| 3Y | +149.5% | +141.6% | +7.9% | +70.7% |
| 5Y | +125.6% | +48.9% | +76.7% | +81.8% |
| All | +562.2% | +212.2% | +350.0% | +293.2% |
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