+66.7%
NTAP vs FTI
+51.8%
+14.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.4% |
| 3M | -7.5% | -13.1% | +5.6% | -4.9% |
| 6M | +56.4% | -8.0% | +64.3% | +59.2% |
| YTD | +73.6% | +47.1% | +26.6% | +60.3% |
| All | +66.7% | +51.8% | +14.8% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling