+58.8%
NTAP vs FLUT
-66.0%
+124.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.3% | +3.8% | -0.6% | +2.8% |
| 30D | -0.2% | +6.3% | -6.5% | -1.1% |
| 3M | +11.4% | -4.0% | +15.4% | +11.6% |
| 6M | +88.7% | -10.3% | +99.0% | +89.5% |
| YTD | +78.9% | -53.2% | +132.1% | +102.1% |
| 1Y | +58.8% | -65.0% | +123.9% | +82.6% |
| All | +58.8% | -66.0% | +124.8% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling