+32.8%
USB vs NTAP
+50.4%
-17.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.7% | +7.6% | -1.6% |
| 7D | -1.5% | -22.5% | +21.0% | -0.2% |
| 30D | +4.3% | -25.7% | +30.0% | +5.8% |
| 3M | -6.1% | -9.0% | +2.9% | -5.9% |
| 6M | +9.4% | +49.2% | -39.8% | +3.5% |
| YTD | +15.2% | +60.6% | -45.4% | +7.3% |
| 1Y | +32.8% | +48.7% | -15.9% | +27.6% |
| All | +32.8% | +50.4% | -17.6% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling