+50.0%
UNP vs NTAP
+135.7%
-85.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -0.7% | +3.3% | -4.0% | -1.3% |
| 30D | -1.1% | -0.2% | -0.9% | -1.2% |
| 3M | +7.9% | +11.4% | -3.5% | +5.4% |
| 6M | +14.6% | +88.7% | -74.0% | -0.9% |
| YTD | +26.6% | +78.9% | -52.3% | +10.5% |
| 1Y | +35.6% | +58.8% | -23.3% | +21.4% |
| 3Y | +45.5% | +153.5% | -108.0% | +10.1% |
| 5Y | +50.0% | +136.7% | -86.7% | +11.2% |
| All | +50.0% | +135.7% | -85.7% | +11.2% |
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