+3,944.4%
NTAP vs FLUT
+2,054.3%
+1,890.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -0.8% | -1.6% | +0.9% | -0.7% |
| 30D | -0.5% | +7.7% | -8.3% | -1.0% |
| 3M | +4.1% | -0.7% | +4.8% | +3.9% |
| 6M | +88.0% | -11.2% | +99.1% | +88.6% |
| YTD | +75.6% | -53.4% | +129.0% | +81.9% |
| 1Y | +58.9% | -65.8% | +124.7% | +67.0% |
| 3Y | +153.6% | -44.9% | +198.5% | +159.8% |
| 5Y | +127.6% | -49.7% | +177.3% | +130.9% |
| 10Y | +580.4% | -9.7% | +590.1% | +581.4% |
| All | +3,944.4% | +2,054.3% | +1,890.1% | +4,119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling