+140.2%
NI vs URA
+361.2%
-221.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.1% |
| 7D | -0.6% | -1.5% | +1.0% | -0.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | -10.6% | +6.3% | -16.8% | -11.5% |
| 6M | -9.9% | -14.0% | +4.1% | -9.0% |
| YTD | +1.2% | +5.3% | -4.1% | -0.9% |
| 1Y | +4.4% | +11.7% | -7.3% | +0.7% |
| 3Y | +68.6% | +109.8% | -41.2% | +45.5% |
| 5Y | +98.0% | +108.0% | -9.9% | +66.4% |
| All | +140.2% | +361.2% | -221.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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