+95.8%
NI vs URA
+132.7%
-36.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.3% | +5.7% | -4.5% | +0.8% |
| 30D | -0.3% | +5.6% | -5.9% | -0.8% |
| 3M | -9.5% | +6.2% | -15.7% | -10.1% |
| 6M | -10.2% | -8.2% | -2.0% | -10.1% |
| YTD | +1.8% | +9.7% | -7.9% | -0.1% |
| 1Y | +5.7% | +17.0% | -11.3% | +2.4% |
| 3Y | +69.6% | +118.5% | -48.9% | +50.8% |
| 5Y | +95.8% | +134.3% | -38.6% | +71.1% |
| All | +95.8% | +132.7% | -36.9% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling