+19,691.7%
NTAP vs UL
+1,364.3%
+18,327.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | -1.3% | +0.6% | -0.3% |
| 30D | -0.5% | +0.5% | -1.0% | -0.8% |
| 3M | +4.1% | +17.6% | -13.5% | -2.6% |
| 6M | +88.0% | -5.4% | +93.3% | +89.7% |
| YTD | +75.6% | +0.7% | +74.9% | +72.9% |
| 1Y | +58.9% | -9.3% | +68.2% | +62.1% |
| 3Y | +153.6% | +24.5% | +129.0% | +124.9% |
| 5Y | +127.6% | +23.2% | +104.4% | +99.2% |
| 10Y | +580.4% | +64.5% | +515.9% | +414.0% |
| All | +19,691.7% | +1,364.3% | +18,327.4% | +8,178.1% |
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