+570.8%
NTAP vs FLUT
-25.6%
+596.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -7.8% | -1.5% | -6.3% | -7.6% |
| 30D | -25.8% | +3.4% | -29.2% | -26.1% |
| 3M | -11.2% | -12.5% | +1.2% | -10.6% |
| 6M | +49.9% | -18.5% | +68.4% | +51.6% |
| YTD | +66.9% | -61.6% | +128.5% | +80.9% |
| 1Y | +58.8% | -64.1% | +122.9% | +73.0% |
| 3Y | +140.8% | -44.5% | +185.3% | +153.1% |
| 5Y | +115.0% | -51.3% | +166.3% | +121.0% |
| 10Y | +570.8% | -25.6% | +596.4% | +645.6% |
| All | +570.8% | -25.6% | +596.4% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling