-26.0%
UPS vs NTRA
+507.7%
-533.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -2.0% | +4.1% | -6.1% | -2.4% |
| 3M | -6.2% | +50.0% | -56.3% | -10.1% |
| 6M | +2.8% | +67.3% | -64.5% | -3.0% |
| YTD | +5.9% | +43.6% | -37.7% | +1.2% |
| 1Y | +26.2% | +89.2% | -63.0% | +16.7% |
| 3Y | -26.0% | +502.5% | -528.5% | -44.3% |
| All | -26.0% | +507.7% | -533.7% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling