+572.0%
NTAP vs FN
+753.0%
-181.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -3.2% |
| 7D | -15.1% | 0.0% | -15.0% | -15.4% |
| 30D | -28.1% | -34.3% | +6.2% | -20.2% |
| 3M | -11.4% | -39.9% | +28.4% | -0.7% |
| 6M | +52.2% | -51.8% | +104.0% | +77.0% |
| YTD | +60.4% | -28.1% | +88.6% | +61.2% |
| 1Y | +51.0% | -29.1% | +80.1% | +51.1% |
| 3Y | +135.6% | +102.4% | +33.1% | +58.1% |
| 5Y | +107.5% | +171.7% | -64.1% | +20.0% |
| All | +572.0% | +753.0% | -181.0% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling