+68.1%
NTAP vs FTV
+37.8%
+30.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.2% |
| 7D | -16.1% | +6.6% | -22.7% | -17.5% |
| 30D | -15.9% | +19.1% | -35.0% | -20.0% |
| 3M | -1.2% | +13.1% | -14.3% | -4.7% |
| 6M | +70.1% | +14.0% | +56.1% | +62.9% |
| YTD | +77.9% | +24.2% | +53.7% | +60.4% |
| 1Y | +68.1% | +36.4% | +31.8% | +43.3% |
| All | +68.1% | +37.8% | +30.3% | +43.3% |
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