+68.1%
NTAP vs UVXY
-70.8%
+138.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.1% | +12.5% | -4.2% |
| 7D | -16.1% | -6.3% | -9.8% | -16.5% |
| 30D | -15.9% | -2.7% | -13.2% | -15.3% |
| 3M | -1.2% | -29.9% | +28.7% | -5.3% |
| 6M | +70.1% | -56.5% | +126.6% | +53.2% |
| YTD | +77.9% | -54.8% | +132.7% | +73.1% |
| 1Y | +68.1% | -70.5% | +138.7% | +51.0% |
| All | +68.1% | -70.8% | +138.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling