+115.0%
UMC vs NTAP
+66.6%
+48.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.8% |
| 7D | -14.7% | -16.1% | +1.4% | -12.1% |
| 30D | -32.9% | -15.9% | -16.9% | -30.8% |
| 3M | -22.2% | -1.2% | -20.9% | -20.7% |
| 6M | +25.9% | +70.1% | -44.2% | +27.9% |
| YTD | +107.9% | +77.9% | +30.0% | +107.2% |
| 1Y | +115.0% | +68.1% | +46.9% | +118.6% |
| All | +115.0% | +66.6% | +48.4% | +118.6% |
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