-39.0%
U vs NTAP
+393.5%
-432.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | -0.8% | -3.0% | -3.3% |
| 30D | +17.5% | -0.5% | +18.0% | +17.6% |
| 3M | +38.7% | +4.1% | +34.7% | +33.7% |
| 6M | +104.4% | +88.0% | +16.5% | +21.2% |
| YTD | -5.7% | +75.6% | -81.3% | -41.4% |
| 1Y | +3.7% | +58.9% | -55.2% | -29.9% |
| 3Y | +12.3% | +153.6% | -141.3% | -51.6% |
| 5Y | -68.8% | +127.6% | -196.5% | -86.1% |
| All | -39.0% | +393.5% | -432.5% | -78.4% |
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