+92.9%
NTRS vs UEC
+198.6%
-105.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.6% |
| 7D | +1.4% | -9.4% | +10.8% | +2.4% |
| 30D | -0.7% | -8.0% | +7.4% | -0.1% |
| 3M | +11.3% | -1.7% | +13.0% | +10.8% |
| 6M | +35.5% | -26.1% | +61.7% | +37.6% |
| YTD | +40.6% | -10.5% | +51.1% | +38.9% |
| 1Y | +49.2% | -13.3% | +62.5% | +46.4% |
| 3Y | +167.2% | +116.4% | +50.9% | +123.8% |
| All | +92.9% | +198.6% | -105.7% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling