+127.9%
NTAP vs FLR
+112.0%
+15.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +7.2% | +5.4% | +1.8% | +5.9% |
| 30D | -18.4% | +2.8% | -21.2% | -18.8% |
| 3M | -11.3% | -6.4% | -4.9% | -10.2% |
| 6M | +53.8% | +8.8% | +45.0% | +49.0% |
| YTD | +72.0% | +23.6% | +48.4% | +59.1% |
| 1Y | +68.0% | +13.8% | +54.2% | +58.5% |
| 3Y | +149.5% | +36.5% | +113.0% | +114.4% |
| All | +127.9% | +112.0% | +15.9% | +68.0% |
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 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