+135.6%
NTAP vs FN
+101.0%
+34.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -2.6% |
| 7D | -15.1% | 0.0% | -15.0% | -15.3% |
| 30D | -28.1% | -34.3% | +6.2% | -21.9% |
| 3M | -11.4% | -39.9% | +28.4% | -3.2% |
| 6M | +52.2% | -51.8% | +104.0% | +71.5% |
| YTD | +60.4% | -28.1% | +88.6% | +60.2% |
| 1Y | +51.0% | -29.1% | +80.1% | +50.4% |
| 3Y | +135.6% | +102.4% | +33.1% | +82.1% |
| All | +135.6% | +101.0% | +34.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling