+151.9%
NTAP vs UL
+34.1%
+117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +3.8% |
| 7D | -2.4% | -1.7% | -0.7% | -2.7% |
| 30D | -23.4% | +4.5% | -27.9% | -22.7% |
| 3M | -7.5% | +5.5% | -13.0% | -6.5% |
| 6M | +56.4% | +17.0% | +39.4% | +59.9% |
| YTD | +73.6% | +3.2% | +70.4% | +77.0% |
| 1Y | +68.4% | -1.9% | +70.3% | +71.2% |
| All | +151.9% | +34.1% | +117.8% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling