+1,842.6%
UMC vs NTAP
+650.8%
+1,191.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.5% | -6.2% | -0.2% |
| 7D | +9.0% | +7.4% | +1.6% | +6.6% |
| 30D | +17.2% | -1.4% | +18.6% | +17.4% |
| 3M | +11.4% | +24.6% | -13.2% | +3.6% |
| 6M | +137.5% | +105.9% | +31.6% | +85.5% |
| YTD | +193.1% | +88.5% | +104.6% | +133.3% |
| 1Y | +240.3% | +62.1% | +178.2% | +184.9% |
| 3Y | +262.2% | +169.1% | +93.1% | +147.7% |
| 5Y | +143.1% | +141.9% | +1.3% | +69.4% |
| All | +1,842.6% | +650.8% | +1,191.8% | +914.0% |
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