+45.9%
UPS vs NTAP
+583.1%
-537.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.5% |
| 7D | +3.8% | +7.2% | -3.4% | +1.9% |
| 30D | +17.4% | -18.4% | +35.7% | +22.9% |
| 3M | +8.2% | -11.3% | +19.5% | +10.2% |
| 6M | +17.9% | +53.8% | -35.8% | +1.6% |
| YTD | +18.7% | +72.0% | -53.3% | -1.7% |
| 1Y | +24.8% | +68.0% | -43.2% | +4.0% |
| 3Y | -4.5% | +149.5% | -154.0% | -32.9% |
| 5Y | -33.2% | +125.6% | -158.8% | -52.4% |
| All | +45.9% | +583.1% | -537.2% | -23.8% |
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