+91.7%
USB vs NTAP
+591.8%
-500.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | -15.1% | +15.1% | +5.3% |
| 30D | +5.8% | -28.1% | +33.9% | +17.5% |
| 3M | -6.0% | -11.4% | +5.5% | -3.6% |
| 6M | +7.8% | +52.2% | -44.5% | -12.0% |
| YTD | +14.6% | +60.4% | -45.8% | -9.3% |
| 1Y | +31.8% | +51.0% | -19.2% | +6.8% |
| 3Y | +91.5% | +135.6% | -44.0% | +22.6% |
| 5Y | +22.0% | +107.5% | -85.5% | -19.0% |
| All | +91.7% | +591.8% | -500.1% | -22.9% |
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