+131.4%
NTAP vs FIVE
+18.5%
+112.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +9.9% | +2.4% | +7.4% | +9.3% |
| 30D | -22.1% | +15.8% | -38.0% | -24.6% |
| 3M | -7.7% | +3.8% | -11.5% | -8.8% |
| 6M | +60.9% | +18.5% | +42.4% | +53.4% |
| YTD | +76.4% | +31.2% | +45.2% | +63.4% |
| 1Y | +69.3% | +61.8% | +7.5% | +49.2% |
| 3Y | +154.6% | +39.9% | +114.8% | +117.0% |
| 5Y | +131.4% | +18.3% | +113.1% | +92.5% |
| All | +131.4% | +18.5% | +112.9% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling