+568.7%
NTAP vs FLR
+18.3%
+550.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -1.0% | -6.9% | +5.9% | +0.3% |
| 30D | -7.5% | +1.1% | -8.6% | -7.8% |
| 3M | +14.6% | +14.3% | +0.3% | +11.0% |
| 6M | +91.0% | +19.1% | +71.9% | +81.9% |
| YTD | +73.7% | +35.1% | +38.6% | +61.2% |
| 1Y | +51.2% | +29.5% | +21.8% | +41.1% |
| 3Y | +146.1% | +53.0% | +93.1% | +116.8% |
| 5Y | +122.8% | +238.9% | -116.1% | +67.2% |
| All | +568.7% | +18.3% | +550.4% | +609.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling