+36.5%
UL vs NTR
+103.7%
-67.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.2% | +0.5% | -3.8% | -3.3% |
| 30D | -0.6% | +21.7% | -22.3% | -2.8% |
| 3M | +9.4% | +22.8% | -13.3% | +6.9% |
| 6M | -4.1% | +8.2% | -12.3% | -5.3% |
| YTD | -2.0% | +32.9% | -34.9% | -5.7% |
| 1Y | -9.0% | +45.3% | -54.3% | -13.5% |
| 3Y | +21.8% | +41.7% | -19.8% | +15.1% |
| 5Y | +20.6% | +49.8% | -29.2% | +7.3% |
| All | +36.5% | +103.7% | -67.2% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling