+625.8%
NTAP vs ULTA
+132.3%
+493.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.5% | +8.0% |
| 7D | +7.4% | -3.1% | +10.5% | +8.3% |
| 30D | -1.4% | +2.8% | -4.2% | -2.2% |
| 3M | +24.6% | +14.8% | +9.8% | +19.5% |
| 6M | +105.9% | -16.2% | +122.1% | +113.2% |
| YTD | +88.5% | -9.6% | +98.1% | +90.6% |
| 1Y | +62.1% | +4.8% | +57.3% | +56.7% |
| 3Y | +169.1% | +30.7% | +138.4% | +137.0% |
| 5Y | +141.9% | +45.9% | +96.0% | +101.6% |
| All | +625.8% | +132.3% | +493.5% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling