+28.0%
NU vs NTAP
+125.8%
-97.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.3% | +12.8% |
| 7D | +9.9% | +7.2% | +2.7% | +6.6% |
| 30D | -11.5% | -18.4% | +6.9% | -4.8% |
| 3M | -5.1% | -11.3% | +6.2% | -2.2% |
| 6M | +3.1% | +53.8% | -50.6% | -21.1% |
| YTD | -21.0% | +72.0% | -93.0% | -44.1% |
| 1Y | -15.2% | +68.0% | -83.2% | -39.3% |
| 3Y | +56.4% | +149.5% | -93.0% | -22.4% |
| All | +28.0% | +125.8% | -97.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling