+3,595.3%
NTAP vs FLUT
+1,658.1%
+1,937.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -15.1% | -1.1% | -14.0% | -15.1% |
| 30D | -28.1% | +7.7% | -35.8% | -28.4% |
| 3M | -11.4% | -12.2% | +0.7% | -11.1% |
| 6M | +52.2% | -17.6% | +69.8% | +53.1% |
| YTD | +60.4% | -62.0% | +122.4% | +67.6% |
| 1Y | +51.0% | -62.3% | +113.3% | +57.7% |
| 3Y | +135.6% | -52.0% | +187.5% | +143.0% |
| 5Y | +107.5% | -51.8% | +159.3% | +111.7% |
| 10Y | +608.6% | -26.3% | +634.9% | +615.9% |
| All | +3,595.3% | +1,658.1% | +1,937.2% | +3,789.5% |
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