+71.1%
NTAP vs FRMI
-78.1%
+149.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.5% |
| 7D | +7.4% | +7.4% | 0.0% | +7.1% |
| 30D | -1.4% | -27.6% | +26.3% | -0.3% |
| 3M | +24.6% | -20.9% | +45.4% | +24.8% |
| 6M | +105.9% | -36.6% | +142.5% | +107.0% |
| YTD | +88.5% | -31.3% | +119.8% | +89.8% |
| All | +71.1% | -78.1% | +149.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling