+107.1%
NI vs URA
+25.3%
+81.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.6% |
| 30D | +9.6% | -19.0% | +28.6% | +11.6% |
| 3M | +2.5% | -25.1% | +27.6% | +4.9% |
| 6M | -5.8% | -44.5% | +38.7% | -1.0% |
| YTD | +8.6% | -24.3% | +32.9% | +9.8% |
| 1Y | +6.0% | -28.1% | +34.1% | +7.6% |
| 3Y | +91.0% | +40.7% | +50.4% | +74.0% |
| All | +107.1% | +25.3% | +81.7% | +85.1% |
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