+131.1%
NTAP vs FN
+289.0%
-158.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | -0.5% | -22.0% | +21.4% | +3.9% |
| 3M | +4.1% | -43.0% | +47.1% | +15.3% |
| 6M | +88.0% | -27.7% | +115.7% | +92.6% |
| YTD | +75.6% | -10.5% | +86.1% | +68.8% |
| 1Y | +58.9% | +12.5% | +46.4% | +42.6% |
| 3Y | +153.6% | +153.8% | -0.2% | +73.9% |
| All | +131.1% | +289.0% | -158.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling