+45.4%
NU vs NTAP
+128.1%
-82.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -4.2% | -1.0% | -3.2% | -3.8% |
| 30D | +10.0% | -7.5% | +17.5% | +13.7% |
| 3M | +29.3% | +14.6% | +14.6% | +20.3% |
| 6M | +0.9% | +91.0% | -90.1% | -30.4% |
| YTD | -10.3% | +73.7% | -84.0% | -35.5% |
| 1Y | -3.2% | +51.2% | -54.4% | -24.7% |
| 3Y | +120.6% | +146.1% | -25.6% | +13.3% |
| All | +45.4% | +128.1% | -82.7% | -16.9% |
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