+502.5%
NTRA vs ULTA
+31.2%
+471.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +0.2% | -3.1% | +3.3% | +1.1% |
| 30D | +4.1% | +2.8% | +1.3% | +3.2% |
| 3M | +50.0% | +14.8% | +35.3% | +44.6% |
| 6M | +67.3% | -16.2% | +83.5% | +74.0% |
| YTD | +43.6% | -9.6% | +53.2% | +46.4% |
| 1Y | +89.2% | +4.8% | +84.5% | +85.0% |
| 3Y | +502.5% | +30.7% | +471.9% | +346.0% |
| All | +502.5% | +31.2% | +471.3% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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