+1,790.7%
UMC vs NTRA
+1,711.9%
+78.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +11.4% | -0.5% | +11.8% | +11.5% |
| 30D | +16.8% | +4.3% | +12.5% | +16.0% |
| 3M | +19.1% | +50.6% | -31.5% | +12.1% |
| 6M | +137.4% | +63.9% | +73.5% | +119.6% |
| YTD | +186.4% | +42.4% | +144.0% | +169.6% |
| 1Y | +229.1% | +92.1% | +137.0% | +196.9% |
| 3Y | +257.9% | +501.7% | -243.8% | +170.8% |
| 5Y | +137.5% | +171.4% | -33.9% | +87.5% |
| 10Y | +1,808.2% | +3,161.4% | -1,353.2% | +1,116.0% |
| All | +1,790.7% | +1,711.9% | +78.8% | +1,132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling