+252.9%
UPS vs NTAP
+934.8%
-682.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.1% |
| 7D | -0.6% | +9.9% | -10.5% | -1.8% |
| 30D | +16.4% | -22.1% | +38.6% | +20.0% |
| 3M | +7.9% | -7.7% | +15.6% | +8.5% |
| 6M | +15.8% | +60.9% | -45.1% | +7.4% |
| YTD | +16.6% | +76.4% | -59.9% | +6.4% |
| 1Y | +22.3% | +69.3% | -47.0% | +12.3% |
| 3Y | -6.2% | +154.6% | -160.8% | -19.6% |
| 5Y | -34.4% | +131.4% | -165.9% | -43.3% |
| 10Y | +41.7% | +600.9% | -559.2% | +5.1% |
| All | +252.9% | +934.8% | -682.0% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling