+40.6%
UNP vs NTAP
+122.6%
-82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | +7.3% | -23.4% | +30.7% | +11.5% |
| 3M | +3.6% | -7.5% | +11.2% | +4.1% |
| 6M | +15.8% | +56.4% | -40.5% | +3.9% |
| YTD | +32.6% | +73.6% | -41.0% | +15.5% |
| 1Y | +37.2% | +68.4% | -31.2% | +20.3% |
| 3Y | +52.6% | +150.6% | -98.0% | +14.5% |
| 5Y | +40.6% | +122.5% | -81.9% | +4.4% |
| All | +40.6% | +122.6% | -82.1% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling