+255.5%
NTRS vs UEC
+885.8%
-630.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.7% |
| 7D | +1.4% | -9.4% | +10.8% | +2.6% |
| 30D | -0.7% | -8.0% | +7.4% | 0.0% |
| 3M | +11.3% | -1.7% | +13.0% | +10.7% |
| 6M | +35.5% | -26.1% | +61.7% | +38.1% |
| YTD | +40.6% | -10.5% | +51.1% | +38.6% |
| 1Y | +49.2% | -13.3% | +62.5% | +45.8% |
| 3Y | +167.2% | +116.4% | +50.9% | +117.7% |
| 5Y | +94.9% | +225.5% | -130.6% | +37.3% |
| All | +255.5% | +885.8% | -630.4% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling