+127.9%
NTAP vs URA
+25.6%
+102.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +7.2% | -1.5% | +8.7% | +7.6% |
| 30D | -18.4% | -10.4% | -8.0% | -16.0% |
| 3M | -11.3% | -29.6% | +18.3% | -3.8% |
| 6M | +53.8% | -40.3% | +94.0% | +72.6% |
| YTD | +72.0% | -25.5% | +97.5% | +78.3% |
| 1Y | +68.0% | -26.4% | +94.5% | +74.4% |
| 3Y | +149.5% | +31.4% | +118.0% | +108.1% |
| All | +127.9% | +25.6% | +102.3% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling