+149.4%
NTAP vs FLR
+56.0%
+93.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.7% |
| 7D | +2.2% | -3.1% | +5.3% | +2.8% |
| 30D | -7.0% | +4.9% | -12.0% | -8.0% |
| 3M | +12.3% | +10.8% | +1.5% | +8.9% |
| 6M | +85.1% | +19.7% | +65.5% | +74.1% |
| YTD | +74.8% | +38.4% | +36.4% | +57.7% |
| 1Y | +52.7% | +34.7% | +18.0% | +38.2% |
| All | +149.4% | +56.0% | +93.4% | +108.4% |
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