+279.5%
UNP vs NTAP
+591.7%
-312.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | -2.0% | -7.5% | +5.5% | -0.1% |
| 3M | +7.5% | +14.6% | -7.1% | +3.2% |
| 6M | +15.3% | +91.0% | -75.7% | -5.8% |
| YTD | +25.4% | +73.7% | -48.3% | +4.9% |
| 1Y | +35.6% | +51.2% | -15.6% | +17.8% |
| 3Y | +44.1% | +146.1% | -102.0% | +3.3% |
| 5Y | +54.0% | +122.8% | -68.9% | +11.6% |
| All | +279.5% | +591.7% | -312.3% | +80.7% |
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 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