+64.4%
UL vs NTRS
+259.9%
-195.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | +0.5% | -0.7% | +1.1% | +0.6% |
| 3M | +7.2% | +11.3% | -4.1% | +5.2% |
| 6M | -3.1% | +35.5% | -38.6% | -8.3% |
| YTD | -2.7% | +40.6% | -43.3% | -8.8% |
| 1Y | -10.2% | +49.2% | -59.4% | -16.9% |
| 3Y | +20.3% | +167.2% | -147.0% | -2.3% |
| 5Y | +19.9% | +94.9% | -75.0% | +2.3% |
| All | +64.4% | +259.9% | -195.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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