+579.4%
NTAP vs FN
+763.2%
-183.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.7% |
| 7D | +9.9% | +20.8% | -10.9% | +4.0% |
| 30D | -22.1% | -17.3% | -4.9% | -18.7% |
| 3M | -7.7% | -38.1% | +30.4% | +2.8% |
| 6M | +60.9% | -44.2% | +105.2% | +79.9% |
| YTD | +76.4% | -22.3% | +98.7% | +73.3% |
| 1Y | +69.3% | -20.9% | +90.3% | +64.3% |
| 3Y | +154.6% | +111.1% | +43.6% | +69.1% |
| 5Y | +131.4% | +191.8% | -60.4% | +31.0% |
| All | +579.4% | +763.2% | -183.8% | +165.8% |
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