+151.9%
NTAP vs FND
-35.3%
+187.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.6% |
| 30D | -23.4% | +14.5% | -37.9% | -25.4% |
| 3M | -7.5% | -15.6% | +8.1% | -4.7% |
| 6M | +56.4% | +4.7% | +51.6% | +52.3% |
| YTD | +73.6% | -16.1% | +89.8% | +77.1% |
| 1Y | +68.4% | -16.0% | +84.4% | +71.3% |
| All | +151.9% | -35.3% | +187.2% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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