+228.4%
UNH vs NTRA
+3,199.2%
-2,970.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.5% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | +4.1% | -10.6% | -7.0% |
| 3M | -6.0% | +50.0% | -56.0% | -10.2% |
| 6M | +33.7% | +67.3% | -33.6% | +25.7% |
| YTD | +16.4% | +43.6% | -27.2% | +11.1% |
| 1Y | +10.1% | +89.2% | -79.2% | +1.9% |
| 3Y | -16.3% | +502.5% | -518.9% | -32.5% |
| 5Y | +2.1% | +173.8% | -171.7% | -13.6% |
| All | +228.4% | +3,199.2% | -2,970.8% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling