+576.6%
NTAP vs FIVE
+596.6%
-20.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +2.7% |
| 7D | -5.0% | +6.2% | -11.1% | -6.4% |
| 30D | -25.8% | +18.2% | -43.9% | -28.8% |
| 3M | -6.9% | +3.8% | -10.7% | -8.3% |
| 6M | +50.0% | +13.7% | +36.3% | +43.4% |
| YTD | +66.9% | +34.7% | +32.2% | +52.0% |
| 1Y | +58.3% | +66.6% | -8.4% | +36.2% |
| 3Y | +145.1% | +44.3% | +100.8% | +104.7% |
| 5Y | +114.2% | +18.8% | +95.4% | +81.2% |
| 10Y | +576.6% | +569.2% | +7.4% | +292.1% |
| All | +576.6% | +596.6% | -20.0% | +292.1% |
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