+898.0%
NTAP vs FTV
+127.6%
+770.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.2% | +3.9% | +3.3% | +5.0% |
| 30D | -18.4% | +18.7% | -37.0% | -25.9% |
| 3M | -11.3% | +10.0% | -21.3% | -16.1% |
| 6M | +53.8% | +14.6% | +39.2% | +40.8% |
| YTD | +72.0% | +23.4% | +48.5% | +49.8% |
| 1Y | +68.0% | +31.3% | +36.7% | +41.1% |
| 3Y | +149.5% | +39.8% | +109.7% | +99.1% |
| 5Y | +125.6% | +17.7% | +107.9% | +94.8% |
| 10Y | +583.1% | +110.2% | +472.9% | +349.4% |
| All | +898.0% | +127.6% | +770.4% | +546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling