+714.9%
NTAP vs FIVE
+868.1%
-153.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.0% |
| 7D | -0.8% | +4.3% | -5.0% | -1.7% |
| 30D | -0.5% | +12.5% | -13.1% | -3.3% |
| 3M | +4.1% | +31.2% | -27.2% | -2.4% |
| 6M | +88.0% | +14.4% | +73.6% | +80.3% |
| YTD | +75.6% | +33.9% | +41.7% | +62.6% |
| 1Y | +58.9% | +65.1% | -6.1% | +40.1% |
| 3Y | +153.6% | +49.0% | +104.6% | +115.6% |
| 5Y | +127.6% | +30.3% | +97.4% | +93.0% |
| 10Y | +580.4% | +481.1% | +99.3% | +336.5% |
| All | +714.9% | +868.1% | -153.3% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling