+537.8%
NTAP vs FN
+3,620.5%
-3,082.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +4.1% | -43.0% | +47.1% | +15.5% |
| 6M | +88.0% | -27.7% | +115.7% | +93.5% |
| YTD | +75.6% | -10.5% | +86.1% | +70.3% |
| 1Y | +58.9% | +12.5% | +46.4% | +44.8% |
| 3Y | +153.6% | +153.8% | -0.2% | +81.3% |
| 5Y | +127.6% | +288.0% | -160.4% | +42.7% |
| 10Y | +580.4% | +906.4% | -326.0% | +239.9% |
| All | +537.8% | +3,620.5% | -3,082.8% | +162.4% |
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