+2,498.5%
USB vs NTAP
+23,737.9%
-21,239.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +2.4% | -16.1% | +18.5% | +5.0% |
| 30D | +6.6% | -15.9% | +22.5% | +9.0% |
| 3M | -4.1% | -1.2% | -2.8% | -4.4% |
| 6M | +12.5% | +70.1% | -57.6% | +2.4% |
| YTD | +17.6% | +77.9% | -60.3% | +6.1% |
| 1Y | +36.5% | +68.1% | -31.6% | +24.1% |
| 3Y | +95.4% | +161.0% | -65.6% | +64.6% |
| 5Y | +26.1% | +131.1% | -104.9% | +7.9% |
| 10Y | +101.3% | +686.0% | -584.8% | +44.5% |
| All | +2,498.5% | +23,737.9% | -21,239.4% | +1,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling