+122.5%
NTAP vs UL
+31.1%
+91.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.1% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | -23.4% | +4.5% | -27.9% | -23.7% |
| 3M | -7.5% | +5.5% | -13.0% | -8.0% |
| 6M | +56.4% | +17.0% | +39.4% | +53.5% |
| YTD | +73.6% | +3.2% | +70.4% | +73.4% |
| 1Y | +68.4% | -1.9% | +70.3% | +69.5% |
| 3Y | +150.6% | +33.6% | +117.0% | +130.6% |
| 5Y | +122.5% | +31.5% | +91.0% | +102.5% |
| All | +122.5% | +31.1% | +91.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling