+576.6%
NTAP vs FN
+837.6%
-261.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.9% | -7.8% | +0.9% |
| 7D | -5.0% | +16.3% | -21.2% | -9.2% |
| 30D | -25.8% | -24.7% | -1.0% | -20.6% |
| 3M | -6.9% | -34.9% | +28.0% | +2.1% |
| 6M | +50.0% | -41.1% | +91.1% | +65.3% |
| YTD | +66.9% | -19.6% | +86.6% | +62.7% |
| 1Y | +58.3% | -18.5% | +76.8% | +52.3% |
| 3Y | +145.1% | +119.1% | +26.0% | +61.3% |
| 5Y | +114.2% | +206.9% | -92.7% | +19.5% |
| 10Y | +576.6% | +826.4% | -249.9% | +160.4% |
| All | +576.6% | +837.6% | -261.0% | +160.4% |
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