+136.7%
NTAP vs FITB
+71.1%
+65.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +3.3% | +2.8% | +0.4% | +2.1% |
| 30D | -0.2% | -4.5% | +4.3% | +1.7% |
| 3M | +11.4% | +5.7% | +5.7% | +8.7% |
| 6M | +88.7% | +17.1% | +71.6% | +75.5% |
| YTD | +78.9% | +18.3% | +60.6% | +65.1% |
| 1Y | +58.8% | +23.9% | +34.9% | +43.4% |
| 3Y | +153.5% | +131.1% | +22.4% | +73.7% |
| 5Y | +136.7% | +71.1% | +65.6% | +82.1% |
| All | +136.7% | +71.1% | +65.6% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling