+149.4%
NTAP vs USFR
+14.0%
+135.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.3% |
| 30D | -7.0% | +0.3% | -7.3% | -6.5% |
| 3M | +12.3% | +1.0% | +11.3% | +14.8% |
| 6M | +85.1% | +1.9% | +83.2% | +94.7% |
| YTD | +74.8% | +2.7% | +72.1% | +87.3% |
| 1Y | +52.7% | +4.0% | +48.7% | +67.5% |
| All | +149.4% | +14.0% | +135.4% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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