+590.2%
NTAP vs FIVE
+475.1%
+115.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +3.3% | +3.7% | -0.4% | +2.3% |
| 30D | -0.2% | +4.0% | -4.2% | -1.5% |
| 3M | +11.4% | +36.2% | -24.9% | +2.3% |
| 6M | +88.7% | +18.0% | +70.7% | +78.3% |
| YTD | +78.9% | +34.9% | +44.0% | +63.2% |
| 1Y | +58.8% | +67.9% | -9.1% | +36.3% |
| 3Y | +153.5% | +57.3% | +96.2% | +106.7% |
| 5Y | +136.7% | +39.5% | +97.2% | +91.3% |
| 10Y | +590.2% | +496.4% | +93.8% | +289.7% |
| All | +590.2% | +475.1% | +115.1% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling