+572.8%
NTAP vs FTV
+84.4%
+488.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.9% |
| 30D | -7.0% | -9.5% | +2.5% | -1.7% |
| 3M | +12.3% | -10.9% | +23.2% | +19.1% |
| 6M | +85.1% | -0.6% | +85.8% | +82.8% |
| YTD | +74.8% | +1.4% | +73.3% | +70.0% |
| 1Y | +52.7% | +17.6% | +35.0% | +35.7% |
| 3Y | +147.7% | -3.3% | +150.9% | +143.2% |
| 5Y | +124.8% | -0.1% | +124.9% | +112.6% |
| All | +572.8% | +84.4% | +488.4% | +371.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling