+145.1%
NTAP vs FITB
+136.2%
+9.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.1% |
| 7D | -5.0% | -1.1% | -3.9% | -4.5% |
| 30D | -25.8% | +7.3% | -33.1% | -27.8% |
| 3M | -6.9% | -4.0% | -2.9% | -5.4% |
| 6M | +50.0% | +11.9% | +38.1% | +42.7% |
| YTD | +66.9% | +19.0% | +48.0% | +53.3% |
| 1Y | +58.3% | +31.0% | +27.2% | +38.8% |
| 3Y | +145.1% | +143.8% | +1.3% | +57.7% |
| All | +145.1% | +136.2% | +9.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling