+252.3%
NTAP vs FOXA
+90.3%
+162.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | -0.2% | +2.3% | -2.5% | -1.1% |
| 3M | +11.4% | -2.8% | +14.2% | +11.1% |
| 6M | +88.7% | +9.6% | +79.1% | +79.0% |
| YTD | +78.9% | -9.9% | +88.8% | +81.9% |
| 1Y | +58.8% | +5.4% | +53.4% | +51.4% |
| 3Y | +153.5% | +115.3% | +38.3% | +82.2% |
| 5Y | +136.7% | +93.1% | +43.7% | +74.5% |
| All | +252.3% | +90.3% | +162.1% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling