+148.2%
NTAP vs FRSH
-72.5%
+220.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +7.4% | -6.6% | +14.0% | +8.7% |
| 30D | -1.4% | +2.1% | -3.5% | -2.0% |
| 3M | +24.6% | +29.0% | -4.4% | +17.9% |
| 6M | +105.9% | +48.6% | +57.3% | +89.6% |
| YTD | +88.5% | -2.9% | +91.5% | +86.2% |
| 1Y | +62.1% | -7.9% | +70.0% | +61.4% |
| 3Y | +169.1% | -46.5% | +215.6% | +185.5% |
| All | +148.2% | -72.5% | +220.7% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling