+594.6%
NTAP vs UEC
+73.5%
+521.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.8% | -6.9% | +6.2% | 0.0% |
| 30D | -0.5% | +7.6% | -8.2% | -1.6% |
| 3M | +4.1% | -18.4% | +22.5% | +5.6% |
| 6M | +88.0% | -23.3% | +111.2% | +90.1% |
| YTD | +75.6% | -1.2% | +76.8% | +71.6% |
| 1Y | +58.9% | +2.3% | +56.6% | +53.1% |
| 3Y | +153.6% | +162.3% | -8.7% | +112.0% |
| 5Y | +127.6% | +287.2% | -159.6% | +71.7% |
| 10Y | +580.4% | +1,009.6% | -429.2% | +307.0% |
| All | +594.6% | +73.5% | +521.0% | +242.5% |
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