+54.0%
UNP vs NTRA
+172.0%
-118.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -2.7% | +4.1% | -6.8% | -3.0% |
| 3M | +6.5% | +50.0% | -43.5% | +3.7% |
| 6M | +14.4% | +67.3% | -52.9% | +10.2% |
| YTD | +24.8% | +43.6% | -18.8% | +21.3% |
| 1Y | +34.4% | +89.2% | -54.8% | +27.9% |
| 3Y | +43.6% | +502.5% | -459.0% | +24.3% |
| All | +54.0% | +172.0% | -118.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling