+58.9%
NTAP vs FTV
+21.5%
+37.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -0.8% | -4.6% | +3.8% | +0.7% |
| 30D | -0.5% | -7.2% | +6.6% | +1.7% |
| 3M | +4.1% | -7.3% | +11.4% | +6.0% |
| 6M | +88.0% | -1.6% | +89.6% | +85.9% |
| YTD | +75.6% | +3.3% | +72.2% | +67.5% |
| 1Y | +58.9% | +20.2% | +38.7% | +41.6% |
| All | +58.9% | +21.5% | +37.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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