+153.5%
NTAP vs FTV
-3.2%
+156.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +3.3% | -0.4% | +3.6% | +3.5% |
| 30D | -0.2% | -8.3% | +8.1% | +4.0% |
| 3M | +11.4% | -7.4% | +18.8% | +14.8% |
| 6M | +88.7% | -1.2% | +89.9% | +86.5% |
| YTD | +78.9% | +2.7% | +76.2% | +72.4% |
| 1Y | +58.8% | +18.4% | +40.4% | +40.5% |
| 3Y | +153.5% | -2.0% | +155.6% | +142.5% |
| All | +153.5% | -3.2% | +156.8% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling