+207.2%
UMC vs NTAP
+61.4%
+145.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +5.0% | -0.8% | +5.7% | +5.0% |
| 30D | +7.7% | -0.5% | +8.2% | +7.7% |
| 3M | +1.7% | +4.1% | -2.4% | +0.6% |
| 6M | +113.9% | +88.0% | +26.0% | +102.6% |
| YTD | +168.9% | +75.6% | +93.3% | +153.9% |
| 1Y | +207.2% | +58.9% | +148.3% | +207.2% |
| All | +207.2% | +61.4% | +145.8% | +207.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling