+124.8%
NTAP vs FLUT
-48.5%
+173.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | +2.2% | -2.6% | +4.8% | +2.6% |
| 30D | -7.0% | +5.4% | -12.4% | -8.2% |
| 3M | +12.3% | -10.8% | +23.1% | +13.8% |
| 6M | +85.1% | -9.2% | +94.3% | +86.3% |
| YTD | +74.8% | -53.8% | +128.6% | +98.3% |
| 1Y | +52.7% | -66.0% | +118.7% | +82.4% |
| 3Y | +147.7% | -44.7% | +192.3% | +166.5% |
| 5Y | +124.8% | -50.6% | +175.4% | +126.7% |
| All | +124.8% | -48.5% | +173.3% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling