+68.1%
NTAP vs FLR
+2.5%
+65.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -16.1% | +1.4% | -17.5% | -16.2% |
| 30D | -15.9% | -5.9% | -10.0% | -15.6% |
| 3M | -1.2% | -7.6% | +6.4% | -0.9% |
| 6M | +70.1% | -9.3% | +79.4% | +70.9% |
| YTD | +77.9% | +20.1% | +57.8% | +66.8% |
| 1Y | +68.1% | +3.0% | +65.1% | +64.6% |
| All | +68.1% | +2.5% | +65.6% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling