+36.4%
UPS vs NTAP
+650.8%
-614.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -2.0% |
| 7D | -2.0% | +7.4% | -9.3% | -3.9% |
| 30D | -2.0% | -1.4% | -0.6% | -1.8% |
| 3M | -6.2% | +24.6% | -30.8% | -12.3% |
| 6M | +2.8% | +105.9% | -103.1% | -17.7% |
| YTD | +5.9% | +88.5% | -82.6% | -13.4% |
| 1Y | +26.2% | +62.1% | -35.9% | +7.6% |
| 3Y | -26.0% | +169.1% | -195.1% | -48.4% |
| 5Y | -34.3% | +141.9% | -176.1% | -53.4% |
| All | +36.4% | +650.8% | -614.4% | -31.7% |
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