+579.4%
NTAP vs FLUT
-26.1%
+605.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.0% |
| 7D | +9.9% | -1.2% | +11.1% | +10.0% |
| 30D | -22.1% | +5.0% | -27.2% | -22.6% |
| 3M | -7.7% | -16.4% | +8.7% | -6.6% |
| 6M | +60.9% | -14.6% | +75.5% | +62.0% |
| YTD | +76.4% | -61.9% | +138.3% | +91.3% |
| 1Y | +69.3% | -65.0% | +134.4% | +84.9% |
| 3Y | +154.6% | -44.8% | +199.5% | +167.7% |
| 5Y | +131.4% | -49.9% | +181.4% | +138.1% |
| All | +579.4% | -26.1% | +605.5% | +653.0% |
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