+260.9%
UMC vs NTAP
+106.7%
+154.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.1% | +4.4% |
| 7D | +6.6% | +3.3% | +3.3% | +5.4% |
| 30D | +16.6% | -0.2% | +16.8% | +16.3% |
| 3M | +11.0% | +11.4% | -0.4% | +6.2% |
| 6M | +131.3% | +88.7% | +42.6% | +79.7% |
| YTD | +182.5% | +78.9% | +103.6% | +121.4% |
| 1Y | +222.3% | +58.8% | +163.4% | +163.4% |
| 3Y | +253.0% | +153.5% | +99.5% | +135.7% |
| 5Y | +141.8% | +136.7% | +5.1% | +65.7% |
| 10Y | +1,772.2% | +590.2% | +1,182.0% | +682.8% |
| All | +260.9% | +106.7% | +154.2% | +9.7% |
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