+99.0%
NTRA vs UMAC
+2.9%
+96.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.9% | +11.5% | +1.6% |
| 7D | -7.9% | -26.0% | +18.2% | -5.4% |
| 30D | -8.1% | -40.3% | +32.2% | -4.1% |
| 3M | +42.1% | -51.1% | +93.2% | +49.5% |
| 6M | +84.8% | -5.6% | +90.5% | +80.4% |
| YTD | +70.7% | +2.3% | +68.4% | +59.1% |
| 1Y | +99.0% | +7.9% | +91.2% | +83.3% |
| All | +99.0% | +2.9% | +96.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling