+573.7%
NTAP vs FWONK
+281.7%
+292.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -7.0% | -5.8% | -1.3% | -5.5% |
| 3M | +12.3% | +10.0% | +2.3% | +8.8% |
| 6M | +85.1% | +14.7% | +70.5% | +76.3% |
| YTD | +74.8% | -1.7% | +76.5% | +74.1% |
| 1Y | +52.7% | -4.6% | +57.3% | +53.3% |
| 3Y | +147.7% | +46.7% | +101.0% | +114.2% |
| 5Y | +124.8% | +99.4% | +25.4% | +73.7% |
| 10Y | +589.7% | +345.6% | +244.1% | +310.1% |
| All | +573.7% | +281.7% | +292.0% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling