+568.7%
NTAP vs FTV
+80.1%
+488.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.7% |
| 7D | -1.0% | -5.2% | +4.2% | +2.1% |
| 30D | -7.5% | -11.5% | +4.0% | -0.9% |
| 3M | +14.6% | -9.0% | +23.7% | +20.1% |
| 6M | +91.0% | -2.0% | +93.0% | +90.0% |
| YTD | +73.7% | -0.9% | +74.6% | +71.2% |
| 1Y | +51.2% | +14.8% | +36.4% | +36.3% |
| 3Y | +146.1% | -5.5% | +151.6% | +144.9% |
| 5Y | +122.8% | -1.9% | +124.7% | +112.8% |
| All | +568.7% | +80.1% | +488.5% | +375.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling