+19,285.3%
NTAP vs UL
+1,422.2%
+17,863.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +7.2% | +1.1% | +6.1% | +6.8% |
| 30D | -18.4% | +4.5% | -22.9% | -20.0% |
| 3M | -11.3% | +6.5% | -17.8% | -14.0% |
| 6M | +53.8% | +18.2% | +35.6% | +42.5% |
| YTD | +72.0% | +4.7% | +67.3% | +65.8% |
| 1Y | +68.0% | +0.8% | +67.3% | +64.0% |
| 3Y | +149.5% | +35.9% | +113.6% | +112.7% |
| 5Y | +125.6% | +33.4% | +92.2% | +90.3% |
| 10Y | +583.1% | +106.9% | +476.2% | +368.0% |
| All | +19,285.3% | +1,422.2% | +17,863.2% | +7,839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling