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  • NTAP vs FIVE✓SelectedUSD · FIVENTAP vs FIVE performance historyLatest closeAs of+0.11%09/04
Stock and ETF performance explorer

NTAP vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+714.9%
FIVE return
+868.1%
Excess return
-153.3%
Maximum drawdown
-58.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
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