+490.9%
NTAP vs FND
+61.4%
+429.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.6% |
| 7D | +9.9% | -5.1% | +15.0% | +11.1% |
| 30D | -22.1% | +9.2% | -31.3% | -23.9% |
| 3M | -7.7% | -17.7% | +10.0% | -4.3% |
| 6M | +60.9% | +2.5% | +58.5% | +56.9% |
| YTD | +76.4% | -19.8% | +96.2% | +80.5% |
| 1Y | +69.3% | -22.7% | +92.0% | +74.5% |
| 3Y | +154.6% | -38.3% | +192.9% | +167.5% |
| 5Y | +131.4% | -63.0% | +194.4% | +160.5% |
| All | +490.9% | +61.4% | +429.5% | +391.5% |
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 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