+502.5%
NTRA vs UEC
+122.3%
+380.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.5% |
| 7D | +0.2% | -9.4% | +9.7% | +1.5% |
| 30D | +4.1% | -8.0% | +12.1% | +5.1% |
| 3M | +50.0% | -1.7% | +51.7% | +49.7% |
| 6M | +67.3% | -26.1% | +93.4% | +71.2% |
| YTD | +43.6% | -10.5% | +54.1% | +42.9% |
| 1Y | +89.2% | -13.3% | +102.5% | +86.5% |
| 3Y | +502.5% | +116.4% | +386.2% | +386.4% |
| All | +502.5% | +122.3% | +380.2% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling