+108.7%
USB vs NTAP
+583.3%
-474.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | +15.2% | +4.1% | +11.2% | +12.6% |
| 6M | +18.8% | +88.0% | -69.1% | -9.2% |
| YTD | +21.0% | +75.6% | -54.6% | -5.5% |
| 1Y | +34.0% | +58.9% | -24.9% | +8.5% |
| 3Y | +95.3% | +153.6% | -58.3% | +24.4% |
| 5Y | +40.4% | +127.6% | -87.3% | -8.4% |
| All | +108.7% | +583.3% | -474.6% | -16.5% |
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