+495.5%
NTAP vs USFR
+27.5%
+468.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.5% | +0.3% | -0.8% | -0.6% |
| 3M | +4.1% | +1.0% | +3.1% | +3.7% |
| 6M | +88.0% | +1.9% | +86.0% | +86.7% |
| YTD | +75.6% | +2.6% | +73.0% | +74.1% |
| 1Y | +58.9% | +4.0% | +54.9% | +56.8% |
| 3Y | +153.6% | +14.1% | +139.5% | +141.8% |
| 5Y | +127.6% | +20.4% | +107.2% | +112.9% |
| 10Y | +580.4% | +28.0% | +552.4% | +524.4% |
| All | +495.5% | +27.5% | +468.0% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling