+68.1%
NTAP vs FRMI
-93.1%
+161.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.6% | +8.9% | -0.9% |
| 7D | -16.1% | -39.7% | +23.6% | -13.1% |
| 30D | -15.9% | -55.2% | +39.2% | -11.4% |
| 3M | -1.2% | -71.2% | +69.9% | +6.4% |
| 6M | +70.1% | -64.1% | +134.2% | +78.4% |
| YTD | +77.9% | -77.2% | +155.2% | +92.0% |
| 1Y | +68.1% | -93.2% | +161.3% | +90.0% |
| All | +68.1% | -93.1% | +161.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling