-9.3%
UL vs NTR
+43.1%
-52.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.3% | +8.1% | -9.4% | -1.5% |
| 30D | +0.5% | +18.8% | -18.3% | +0.1% |
| 3M | +17.6% | +16.2% | +1.4% | +17.3% |
| 6M | -5.4% | +9.8% | -15.1% | -6.0% |
| YTD | +0.7% | +30.9% | -30.2% | -2.1% |
| 1Y | -9.3% | +41.8% | -51.0% | -12.9% |
| All | -9.3% | +43.1% | -52.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling