+147.9%
NTAP vs NUE
+59.2%
+88.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.2% |
| 30D | -7.5% | -6.1% | -1.4% | -5.9% |
| 3M | +14.6% | +2.2% | +12.4% | +13.5% |
| 6M | +91.0% | +50.8% | +40.2% | +68.1% |
| YTD | +73.7% | +57.5% | +16.2% | +50.7% |
| 1Y | +51.2% | +82.5% | -31.2% | +25.1% |
| All | +147.9% | +59.2% | +88.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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