+56.4%
NU vs NTAP
+148.4%
-92.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.3% | +12.4% |
| 7D | +9.9% | +7.2% | +2.7% | +7.9% |
| 30D | -11.5% | -18.4% | +6.9% | -7.4% |
| 3M | -5.1% | -11.3% | +6.2% | -3.1% |
| 6M | +3.1% | +53.8% | -50.6% | -12.5% |
| YTD | -21.0% | +72.0% | -93.0% | -36.3% |
| 1Y | -15.2% | +68.0% | -83.2% | -31.1% |
| 3Y | +56.4% | +149.5% | -93.0% | +13.5% |
| All | +56.4% | +148.4% | -92.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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