+238.7%
NTAP vs FOXA
+99.6%
+139.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.8% |
| 7D | +7.2% | +2.7% | +4.5% | +6.2% |
| 30D | -18.4% | +10.0% | -28.4% | -21.0% |
| 3M | -11.3% | +5.0% | -16.3% | -13.2% |
| 6M | +53.8% | +3.4% | +50.4% | +49.2% |
| YTD | +72.0% | -5.5% | +77.5% | +71.4% |
| 1Y | +68.0% | +5.5% | +62.5% | +60.6% |
| 3Y | +149.5% | +139.3% | +10.2% | +72.1% |
| 5Y | +125.6% | +77.2% | +48.4% | +71.8% |
| All | +238.7% | +99.6% | +139.1% | +125.0% |
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