+590.2%
NTAP vs FLUT
-9.2%
+599.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +3.3% | +3.8% | -0.6% | +2.9% |
| 30D | -0.2% | +6.3% | -6.5% | -1.0% |
| 3M | +11.4% | -4.0% | +15.4% | +11.4% |
| 6M | +88.7% | -10.3% | +99.0% | +89.6% |
| YTD | +78.9% | -53.2% | +132.1% | +91.0% |
| 1Y | +58.8% | -65.0% | +123.9% | +73.8% |
| 3Y | +153.5% | -43.9% | +197.4% | +165.1% |
| 5Y | +136.7% | -49.2% | +186.0% | +139.3% |
| 10Y | +590.2% | -9.2% | +599.4% | +650.8% |
| All | +590.2% | -9.2% | +599.4% | +650.8% |
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