+488.1%
NTAP vs FND
+66.0%
+422.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -0.8% | -5.2% | +4.5% | +0.4% |
| 30D | -0.5% | -19.9% | +19.3% | +4.1% |
| 3M | +4.1% | +2.7% | +1.4% | +2.3% |
| 6M | +88.0% | -21.7% | +109.6% | +95.2% |
| YTD | +75.6% | -17.5% | +93.1% | +79.6% |
| 1Y | +58.9% | -39.3% | +98.2% | +73.9% |
| 3Y | +153.6% | -49.8% | +203.3% | +180.4% |
| 5Y | +127.6% | -60.1% | +187.7% | +153.3% |
| All | +488.1% | +66.0% | +422.0% | +389.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling