+360.5%
NTAP vs FLR
+513.8%
-153.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +7.2% | +5.4% | +1.8% | +5.6% |
| 30D | -18.4% | +2.8% | -21.2% | -19.0% |
| 3M | -11.3% | -6.4% | -4.9% | -9.8% |
| 6M | +53.8% | +8.8% | +45.0% | +47.6% |
| YTD | +72.0% | +23.6% | +48.4% | +56.5% |
| 1Y | +68.0% | +13.8% | +54.2% | +56.4% |
| 3Y | +149.5% | +36.5% | +113.0% | +109.1% |
| 5Y | +125.6% | +119.3% | +6.2% | +56.9% |
| 10Y | +583.1% | +8.0% | +575.2% | +392.0% |
| All | +360.5% | +513.8% | -153.3% | -3.4% |
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 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