+271.3%
NTAP vs FOXA
+92.4%
+178.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.4% | +8.2% |
| 7D | +7.4% | +0.8% | +6.6% | +7.1% |
| 30D | -1.4% | +5.0% | -6.4% | -3.1% |
| 3M | +24.6% | -3.0% | +27.6% | +24.4% |
| 6M | +105.9% | +14.8% | +91.1% | +92.1% |
| YTD | +88.5% | -8.9% | +97.4% | +91.0% |
| 1Y | +62.1% | +13.3% | +48.8% | +50.7% |
| 3Y | +169.1% | +115.4% | +53.6% | +93.4% |
| 5Y | +141.9% | +95.3% | +46.6% | +77.6% |
| All | +271.3% | +92.4% | +178.9% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling