+147.9%
NTAP vs UVXY
-94.4%
+242.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | +0.1% |
| 7D | -1.0% | +11.0% | -12.0% | +0.6% |
| 30D | -7.5% | -8.8% | +1.3% | -8.6% |
| 3M | +14.6% | -41.9% | +56.5% | +6.9% |
| 6M | +91.0% | -61.2% | +152.2% | +71.0% |
| YTD | +73.7% | -46.2% | +119.9% | +66.1% |
| 1Y | +51.2% | -65.2% | +116.4% | +38.5% |
| All | +147.9% | -94.4% | +242.3% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling