+577.1%
NTAP vs FN
+900.0%
-322.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | -0.5% | -22.0% | +21.4% | +5.0% |
| 3M | +4.1% | -43.0% | +47.1% | +17.9% |
| 6M | +88.0% | -27.7% | +115.7% | +93.7% |
| YTD | +75.6% | -10.5% | +86.1% | +67.8% |
| 1Y | +58.9% | +12.5% | +46.4% | +40.2% |
| 3Y | +153.6% | +153.8% | -0.2% | +61.0% |
| 5Y | +127.6% | +288.0% | -160.4% | +18.7% |
| All | +577.1% | +900.0% | -322.9% | +146.8% |
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