+124.8%
NTAP vs FTI
+1,177.2%
-1,052.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.2% | -2.3% | +4.5% | +2.7% |
| 30D | -7.0% | +5.0% | -12.1% | -8.0% |
| 3M | +12.3% | +13.8% | -1.5% | +9.1% |
| 6M | +85.1% | +22.9% | +62.2% | +76.3% |
| YTD | +74.8% | +75.0% | -0.2% | +54.2% |
| 1Y | +52.7% | +96.9% | -44.2% | +31.0% |
| 3Y | +147.7% | +276.7% | -129.1% | +84.4% |
| 5Y | +124.8% | +1,157.0% | -1,032.2% | +28.6% |
| All | +124.8% | +1,177.2% | -1,052.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling