+124.8%
NTAP vs FLR
+245.1%
-120.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.7% |
| 7D | +2.2% | -3.1% | +5.3% | +2.9% |
| 30D | -7.0% | +4.9% | -12.0% | -8.0% |
| 3M | +12.3% | +10.8% | +1.5% | +8.8% |
| 6M | +85.1% | +19.7% | +65.5% | +74.3% |
| YTD | +74.8% | +38.4% | +36.4% | +58.4% |
| 1Y | +52.7% | +34.7% | +18.0% | +38.8% |
| 3Y | +147.7% | +56.7% | +91.0% | +108.0% |
| 5Y | +124.8% | +241.6% | -116.8% | +53.1% |
| All | +124.8% | +245.1% | -120.3% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling