+1,727.4%
NTRA vs ULTA
+250.6%
+1,476.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | +0.2% | -3.1% | +3.3% | +1.4% |
| 30D | +4.1% | +2.8% | +1.3% | +2.8% |
| 3M | +50.0% | +14.8% | +35.3% | +41.8% |
| 6M | +67.3% | -16.2% | +83.5% | +77.2% |
| YTD | +43.6% | -9.6% | +53.2% | +47.4% |
| 1Y | +89.2% | +4.8% | +84.5% | +82.1% |
| 3Y | +502.5% | +30.7% | +471.9% | +406.1% |
| 5Y | +173.8% | +45.9% | +127.9% | +116.9% |
| 10Y | +3,189.3% | +129.0% | +3,060.3% | +1,790.1% |
| All | +1,727.4% | +250.6% | +1,476.8% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling