+570.8%
NTAP vs FN
+772.0%
-201.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | +1.2% |
| 7D | -7.8% | -4.1% | -3.7% | -7.1% |
| 30D | -25.8% | -28.3% | +2.5% | -19.7% |
| 3M | -11.2% | -33.9% | +22.6% | -2.9% |
| 6M | +49.9% | -43.9% | +93.8% | +67.3% |
| YTD | +66.9% | -23.4% | +90.3% | +64.7% |
| 1Y | +58.8% | -25.4% | +84.2% | +56.8% |
| 3Y | +140.8% | +107.9% | +32.9% | +60.7% |
| 5Y | +115.0% | +195.1% | -80.1% | +21.1% |
| 10Y | +570.8% | +794.1% | -223.3% | +160.6% |
| All | +570.8% | +772.0% | -201.2% | +160.6% |
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