+98.1%
NU vs NTAP
+165.5%
-67.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.5% | -11.2% | -4.9% |
| 7D | -4.9% | +7.4% | -12.3% | -6.8% |
| 30D | +7.8% | -1.4% | +9.2% | +8.0% |
| 3M | +20.9% | +24.6% | -3.6% | +13.0% |
| 6M | +0.9% | +105.9% | -105.0% | -22.4% |
| YTD | -12.7% | +88.5% | -101.2% | -30.9% |
| 1Y | -6.4% | +62.1% | -68.5% | -21.3% |
| 3Y | +98.1% | +169.1% | -70.9% | +41.6% |
| All | +98.1% | +165.5% | -67.4% | +41.6% |
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