+57.9%
UPS vs NTRA
+1,711.9%
-1,653.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.7% | +4.3% | -7.0% | -3.1% |
| 3M | -1.6% | +50.6% | -52.3% | -5.1% |
| 6M | +2.3% | +63.9% | -61.6% | -2.2% |
| YTD | +5.6% | +42.4% | -36.8% | +1.9% |
| 1Y | +27.1% | +92.1% | -65.0% | +19.5% |
| 3Y | -26.3% | +501.7% | -528.0% | -37.6% |
| 5Y | -34.5% | +171.4% | -205.9% | -43.2% |
| 10Y | +37.1% | +3,161.4% | -3,124.3% | -1.1% |
| All | +57.9% | +1,711.9% | -1,653.9% | +15.9% |
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