+151.9%
NTAP vs FIVE
+42.3%
+109.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.1% | +4.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -23.4% | +17.4% | -40.8% | -25.6% |
| 3M | -7.5% | +7.0% | -14.6% | -8.9% |
| 6M | +56.4% | +20.5% | +35.9% | +49.9% |
| YTD | +73.6% | +33.1% | +40.5% | +62.3% |
| 1Y | +68.4% | +67.1% | +1.3% | +50.3% |
| All | +151.9% | +42.3% | +109.6% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling