+580.3%
NTAP vs UEC
+0.2%
+580.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.3% |
| 7D | +7.2% | -3.8% | +11.0% | +7.6% |
| 30D | -18.4% | -13.5% | -4.9% | -17.1% |
| 3M | -11.3% | -40.5% | +29.2% | -6.7% |
| 6M | +53.8% | -56.7% | +110.4% | +66.1% |
| YTD | +72.0% | -43.0% | +114.9% | +77.9% |
| 1Y | +68.0% | -42.5% | +110.6% | +73.1% |
| 3Y | +149.5% | +11.6% | +137.9% | +129.0% |
| 5Y | +125.6% | +21.8% | +103.8% | +93.7% |
| 10Y | +583.1% | +623.9% | -40.8% | +328.3% |
| All | +580.3% | +0.2% | +580.1% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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