+68.1%
NTAP vs FIVE
+63.3%
+4.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.3% | -2.1% |
| 7D | -16.1% | +7.5% | -23.6% | -16.5% |
| 30D | -15.9% | +16.7% | -32.7% | -16.9% |
| 3M | -1.2% | +13.4% | -14.6% | -2.6% |
| 6M | +70.1% | +9.0% | +61.0% | +70.0% |
| YTD | +77.9% | +33.8% | +44.1% | +65.5% |
| 1Y | +68.1% | +61.2% | +7.0% | +48.9% |
| All | +68.1% | +63.3% | +4.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling