+568.6%
NTAP vs FTI
+185.6%
+383.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -23.4% | -6.3% | -17.2% | -22.3% |
| 3M | -7.5% | -13.1% | +5.6% | -4.5% |
| 6M | +56.4% | -8.0% | +64.3% | +58.8% |
| YTD | +73.6% | +47.1% | +26.6% | +57.2% |
| 1Y | +68.4% | +50.7% | +17.7% | +51.4% |
| 3Y | +150.6% | +209.0% | -58.4% | +86.7% |
| 5Y | +122.5% | +847.0% | -724.5% | +21.4% |
| All | +568.6% | +185.6% | +383.0% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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