+2,543.6%
UL vs NTRS
+7,716.8%
-5,173.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | +6.0% | +13.2% | -7.2% | +2.9% |
| 6M | -5.5% | +36.9% | -42.4% | -12.3% |
| YTD | -3.3% | +39.1% | -42.4% | -10.9% |
| 1Y | -9.8% | +50.4% | -60.2% | -18.5% |
| 3Y | +20.1% | +166.8% | -146.6% | -6.8% |
| 5Y | +19.2% | +92.9% | -73.7% | -2.3% |
| 10Y | +65.4% | +255.7% | -190.3% | +11.6% |
| All | +2,543.6% | +7,716.8% | -5,173.2% | +771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling