-33.5%
UPS vs NTAP
+129.9%
-163.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.7% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | -3.7% | -7.0% | +3.3% | -2.3% |
| 3M | -6.6% | +12.3% | -18.9% | -9.5% |
| 6M | +2.6% | +85.1% | -82.6% | -13.4% |
| YTD | +4.8% | +74.8% | -70.0% | -10.6% |
| 1Y | +25.3% | +52.7% | -27.4% | +10.6% |
| 3Y | -26.9% | +147.7% | -174.5% | -48.1% |
| 5Y | -33.5% | +124.8% | -158.3% | -53.7% |
| All | -33.5% | +129.9% | -163.4% | -53.7% |
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 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