+58.8%
NTAP vs FN
-24.2%
+83.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | +0.8% |
| 7D | -7.8% | -4.1% | -3.7% | -7.3% |
| 30D | -25.8% | -28.3% | +2.5% | -22.5% |
| 3M | -11.2% | -33.9% | +22.6% | -7.2% |
| 6M | +49.9% | -43.9% | +93.8% | +58.7% |
| YTD | +66.9% | -23.4% | +90.3% | +64.0% |
| 1Y | +58.8% | -25.4% | +84.2% | +56.9% |
| All | +58.8% | -24.2% | +83.1% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling