+368.1%
NTRA vs UMAC
+488.3%
-120.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.3% |
| 30D | +4.3% | -9.4% | +13.7% | +4.4% |
| 3M | +50.6% | +3.0% | +47.7% | +49.3% |
| 6M | +63.9% | +27.2% | +36.7% | +59.1% |
| YTD | +42.4% | +84.7% | -42.3% | +35.7% |
| 1Y | +92.1% | +136.5% | -44.4% | +80.5% |
| All | +368.1% | +488.3% | -120.1% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling