+156.0%
NTAP vs FLR
+37.2%
+118.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +9.9% | +10.1% | -0.2% | +7.6% |
| 30D | -22.1% | -0.5% | -21.7% | -22.1% |
| 3M | -7.7% | -4.8% | -2.9% | -6.9% |
| 6M | +60.9% | +10.7% | +50.2% | +55.4% |
| YTD | +76.4% | +25.0% | +51.5% | +62.2% |
| 1Y | +69.3% | +8.3% | +61.1% | +61.5% |
| All | +156.0% | +37.2% | +118.8% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling