+625.8%
NTAP vs UVXY
-100.0%
+725.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -6.8% | +15.3% | +7.5% |
| 7D | +7.4% | +2.8% | +4.6% | +8.0% |
| 30D | -1.4% | -11.4% | +10.0% | -2.9% |
| 3M | +24.6% | -41.5% | +66.1% | +16.1% |
| 6M | +105.9% | -61.0% | +166.9% | +83.7% |
| YTD | +88.5% | -49.8% | +138.4% | +78.1% |
| 1Y | +62.1% | -66.4% | +128.5% | +46.9% |
| 3Y | +169.1% | -94.8% | +263.8% | +127.1% |
| 5Y | +141.9% | -99.7% | +241.6% | +56.7% |
| All | +625.8% | -100.0% | +725.8% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling