+483.4%
NTAP vs FN
+2,575.5%
-2,092.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -14.2% | +4.5% | -6.5% |
| 7D | -22.5% | -16.0% | -6.5% | -19.4% |
| 30D | -25.7% | -40.1% | +14.4% | -17.0% |
| 3M | -9.0% | -43.9% | +34.9% | +2.1% |
| 6M | +49.2% | -55.6% | +104.8% | +73.1% |
| YTD | +60.6% | -35.7% | +96.2% | +67.0% |
| 1Y | +48.7% | -39.8% | +88.5% | +56.0% |
| 3Y | +135.6% | +80.3% | +55.3% | +81.3% |
| 5Y | +107.8% | +143.3% | -35.5% | +44.4% |
| 10Y | +609.4% | +682.3% | -72.9% | +275.8% |
| All | +483.4% | +2,575.5% | -2,092.1% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling