+89.2%
USB vs NTAP
+608.6%
-519.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.5% | +1.1% |
| 7D | +0.8% | -5.0% | +5.7% | +2.3% |
| 30D | +6.8% | -25.8% | +32.5% | +17.3% |
| 3M | -3.8% | -6.9% | +3.1% | -3.0% |
| 6M | +11.7% | +50.0% | -38.3% | -8.0% |
| YTD | +17.5% | +66.9% | -49.5% | -8.2% |
| 1Y | +33.8% | +58.3% | -24.5% | +6.7% |
| 3Y | +104.2% | +145.1% | -40.9% | +29.1% |
| 5Y | +26.4% | +114.2% | -87.8% | -16.9% |
| 10Y | +89.2% | +576.6% | -487.4% | -23.0% |
| All | +89.2% | +608.6% | -519.4% | -23.0% |
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