+143.4%
NTAP vs FWONK
+97.7%
+45.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | -1.4% | -7.7% | +6.4% | +0.6% |
| 3M | +24.6% | +5.7% | +18.8% | +22.3% |
| 6M | +105.9% | +13.5% | +92.4% | +97.4% |
| YTD | +88.5% | -3.0% | +91.5% | +88.9% |
| 1Y | +62.1% | -6.4% | +68.5% | +64.1% |
| 3Y | +169.1% | +43.8% | +125.2% | +136.0% |
| All | +143.4% | +97.7% | +45.7% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling