+624.7%
NTAP vs UVXY
-100.0%
+724.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.0% |
| 7D | +2.2% | +2.3% | -0.1% | +2.5% |
| 30D | -7.0% | -15.0% | +8.0% | -8.9% |
| 3M | +12.3% | -39.8% | +52.1% | +6.1% |
| 6M | +85.1% | -60.0% | +145.2% | +68.5% |
| YTD | +74.8% | -48.8% | +123.6% | +66.7% |
| 1Y | +52.7% | -67.3% | +120.0% | +39.9% |
| 3Y | +147.7% | -94.8% | +242.5% | +114.8% |
| 5Y | +124.8% | -99.7% | +224.5% | +59.2% |
| 10Y | +589.7% | -100.0% | +689.7% | +261.3% |
| All | +624.7% | -100.0% | +724.7% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling