+481.5%
NTAP vs FND
+68.8%
+412.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.4% |
| 30D | -23.4% | +14.5% | -37.9% | -25.9% |
| 3M | -7.5% | -15.6% | +8.1% | -4.6% |
| 6M | +56.4% | +4.7% | +51.6% | +51.9% |
| YTD | +73.6% | -16.1% | +89.8% | +76.0% |
| 1Y | +68.4% | -16.0% | +84.4% | +70.4% |
| 3Y | +150.6% | -35.5% | +186.1% | +160.8% |
| 5Y | +122.5% | -60.5% | +183.0% | +147.0% |
| All | +481.5% | +68.8% | +412.7% | +379.2% |
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