+105.6%
NTAP vs FLUT
-50.5%
+156.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -15.1% | -1.1% | -14.0% | -15.1% |
| 30D | -28.1% | +7.7% | -35.8% | -29.2% |
| 3M | -11.4% | -12.2% | +0.7% | -10.4% |
| 6M | +52.2% | -17.6% | +69.8% | +54.8% |
| YTD | +60.4% | -62.0% | +122.4% | +87.3% |
| 1Y | +51.0% | -62.3% | +113.3% | +76.0% |
| 3Y | +135.6% | -52.0% | +187.5% | +158.7% |
| All | +105.6% | -50.5% | +156.2% | +102.0% |
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 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