+550.1%
NTAP vs URA
+283.4%
+266.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.4% |
| 7D | -15.1% | -4.1% | -10.9% | -13.9% |
| 30D | -28.1% | -19.0% | -9.1% | -23.5% |
| 3M | -11.4% | -25.1% | +13.7% | -4.3% |
| 6M | +52.2% | -44.5% | +96.7% | +77.9% |
| YTD | +60.4% | -24.3% | +84.7% | +67.3% |
| 1Y | +51.0% | -28.1% | +79.1% | +59.5% |
| 3Y | +135.6% | +40.7% | +94.9% | +91.1% |
| 5Y | +107.5% | +35.5% | +72.1% | +63.2% |
| All | +550.1% | +283.4% | +266.7% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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