+62.1%
NTAP vs UL
-9.2%
+71.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.6% |
| 7D | +7.4% | -3.4% | +10.8% | +6.8% |
| 30D | -1.4% | +0.5% | -1.9% | -1.3% |
| 3M | +24.6% | +7.2% | +17.3% | +26.0% |
| 6M | +105.9% | -3.1% | +108.9% | +109.3% |
| YTD | +88.5% | -2.7% | +91.2% | +92.2% |
| 1Y | +62.1% | -10.2% | +72.3% | +68.6% |
| All | +62.1% | -9.2% | +71.2% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling