+372.4%
NTAP vs FLR
+520.6%
-148.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.2% |
| 7D | +9.9% | +10.1% | -0.2% | +6.8% |
| 30D | -22.1% | -0.5% | -21.7% | -22.0% |
| 3M | -7.7% | -4.8% | -2.9% | -6.5% |
| 6M | +60.9% | +10.7% | +50.2% | +53.7% |
| YTD | +76.4% | +25.0% | +51.5% | +60.0% |
| 1Y | +69.3% | +8.3% | +61.1% | +59.9% |
| 3Y | +154.6% | +36.8% | +117.8% | +113.2% |
| 5Y | +131.4% | +121.8% | +9.7% | +60.4% |
| 10Y | +600.9% | +9.2% | +591.7% | +403.2% |
| All | +372.4% | +520.6% | -148.2% | -1.2% |
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