+149.5%
NTAP vs FLUT
-41.5%
+191.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -0.8% | -1.6% | +0.9% | -0.5% |
| 30D | -0.5% | +7.7% | -8.3% | -2.2% |
| 3M | +4.1% | -0.7% | +4.8% | +3.3% |
| 6M | +88.0% | -11.2% | +99.1% | +90.0% |
| YTD | +75.6% | -53.4% | +129.0% | +102.1% |
| 1Y | +58.9% | -65.8% | +124.7% | +94.1% |
| All | +149.5% | -41.5% | +191.0% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling