+25.1%
USB vs NTAP
+114.4%
-89.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -7.8% | +9.2% | +3.4% |
| 30D | +6.4% | -25.8% | +32.2% | +14.4% |
| 3M | -4.5% | -11.2% | +6.8% | -2.6% |
| 6M | +11.4% | +49.9% | -38.6% | -5.5% |
| YTD | +17.1% | +66.9% | -49.8% | -5.1% |
| 1Y | +32.6% | +58.8% | -26.3% | +9.3% |
| 3Y | +101.8% | +140.8% | -39.0% | +31.1% |
| 5Y | +25.1% | +115.0% | -89.9% | -16.7% |
| All | +25.1% | +114.4% | -89.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling