+589.7%
NTAP vs UL
+65.2%
+524.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.9% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | -7.0% | -0.6% | -6.4% | -7.0% |
| 3M | +12.3% | +9.4% | +2.9% | +9.4% |
| 6M | +85.1% | -4.1% | +89.2% | +86.3% |
| YTD | +74.8% | -2.0% | +76.7% | +74.5% |
| 1Y | +52.7% | -9.0% | +61.6% | +55.4% |
| 3Y | +147.7% | +21.8% | +125.8% | +125.8% |
| 5Y | +124.8% | +20.6% | +104.2% | +102.7% |
| 10Y | +589.7% | +67.7% | +522.0% | +497.2% |
| All | +589.7% | +65.2% | +524.5% | +497.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling