+104.2%
UAL vs NTAP
+581.2%
-476.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.2% |
| 7D | -1.1% | +2.2% | -3.3% | -2.3% |
| 30D | -13.4% | -7.0% | -6.4% | -10.2% |
| 3M | -2.3% | +12.3% | -14.6% | -9.4% |
| 6M | +13.3% | +85.1% | -71.8% | -23.9% |
| YTD | -4.2% | +74.8% | -79.0% | -34.0% |
| 1Y | +1.4% | +52.7% | -51.3% | -24.4% |
| 3Y | +125.8% | +147.7% | -21.9% | +21.3% |
| 5Y | +130.0% | +124.8% | +5.2% | +28.7% |
| 10Y | +104.2% | +589.7% | -485.5% | -37.4% |
| All | +104.2% | +581.2% | -476.9% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling