+498.4%
NTAP vs USFR
+28.6%
+469.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +9.9% | +0.1% | +9.8% | +9.8% |
| 30D | -22.1% | +0.4% | -22.5% | -22.3% |
| 3M | -7.7% | +1.0% | -8.7% | -8.1% |
| 6M | +60.9% | +2.0% | +58.9% | +59.8% |
| YTD | +76.4% | +3.4% | +73.0% | +74.4% |
| 1Y | +69.3% | +4.1% | +65.3% | +67.0% |
| 3Y | +154.6% | +14.4% | +140.2% | +142.6% |
| 5Y | +131.4% | +21.4% | +110.1% | +115.8% |
| 10Y | +600.9% | +28.5% | +572.3% | +541.7% |
| All | +498.4% | +28.6% | +469.9% | +449.2% |
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