+73.7%
UAL vs NTRA
+2,761.8%
-2,688.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -3.0% | +2.7% | -5.8% | -3.6% |
| 30D | +10.5% | -19.2% | +29.6% | +14.6% |
| 3M | -13.5% | +2.7% | -16.2% | -14.7% |
| 6M | +14.2% | +63.4% | -49.1% | +2.0% |
| YTD | -2.2% | +39.3% | -41.5% | -10.3% |
| 1Y | +12.5% | +59.0% | -46.5% | +0.5% |
| 3Y | +186.8% | +557.4% | -370.5% | +97.4% |
| 5Y | +119.4% | +177.4% | -58.0% | +62.2% |
| All | +73.7% | +2,761.8% | -2,688.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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