+370.1%
NTAP vs FLR
+603.8%
-233.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | -0.8% | +5.4% | -6.2% | -2.3% |
| 30D | -0.5% | +11.4% | -11.9% | -4.5% |
| 3M | +4.1% | +11.4% | -7.3% | -0.5% |
| 6M | +88.0% | +16.6% | +71.3% | +74.7% |
| YTD | +75.6% | +41.7% | +33.9% | +53.6% |
| 1Y | +58.9% | +35.4% | +23.5% | +40.2% |
| 3Y | +153.6% | +57.3% | +96.3% | +103.4% |
| 5Y | +127.6% | +241.0% | -113.3% | +37.8% |
| 10Y | +580.4% | +16.6% | +563.7% | +380.5% |
| All | +370.1% | +603.8% | -233.7% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling