+48.4%
NU vs NTAP
+135.0%
-86.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | +6.0% | +3.3% | +2.8% | +4.5% |
| 30D | +10.8% | -0.2% | +11.0% | +10.6% |
| 3M | +32.2% | +11.4% | +20.8% | +24.7% |
| 6M | +5.1% | +88.7% | -83.5% | -26.8% |
| YTD | -8.4% | +78.9% | -87.3% | -35.0% |
| 1Y | +0.7% | +58.8% | -58.1% | -23.6% |
| 3Y | +125.1% | +153.5% | -28.4% | +14.2% |
| All | +48.4% | +135.0% | -86.6% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling