+167.2%
NTRS vs UEC
+122.3%
+44.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.5% |
| 7D | +1.4% | -9.4% | +10.8% | +2.2% |
| 30D | -0.7% | -8.0% | +7.4% | -0.2% |
| 3M | +11.3% | -1.7% | +13.0% | +10.9% |
| 6M | +35.5% | -26.1% | +61.7% | +37.1% |
| YTD | +40.6% | -10.5% | +51.1% | +39.4% |
| 1Y | +49.2% | -13.3% | +62.5% | +47.2% |
| 3Y | +167.2% | +116.4% | +50.9% | +132.8% |
| All | +167.2% | +122.3% | +44.9% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling