+391.9%
NTRS vs UEC
+65.7%
+326.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.9% |
| 7D | +0.3% | -4.3% | +4.6% | +0.7% |
| 30D | +0.2% | -3.8% | +4.0% | +0.3% |
| 3M | +13.2% | +17.0% | -3.8% | +10.8% |
| 6M | +36.9% | -23.9% | +60.8% | +38.6% |
| YTD | +39.1% | -5.7% | +44.8% | +37.0% |
| 1Y | +50.4% | -12.5% | +63.0% | +47.9% |
| 3Y | +166.8% | +136.5% | +30.3% | +128.0% |
| 5Y | +92.9% | +243.3% | -150.4% | +50.2% |
| 10Y | +255.7% | +939.6% | -684.0% | +121.8% |
| All | +391.9% | +65.7% | +326.1% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling