+96.4%
NI vs URI
+206.8%
-110.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | -1.7% | -12.5% | +10.9% | 0.0% |
| 3M | -8.0% | -6.2% | -1.8% | -7.4% |
| 6M | -8.6% | +25.9% | -34.5% | -11.9% |
| YTD | +2.3% | +26.2% | -23.9% | -1.8% |
| 1Y | +6.9% | +5.5% | +1.5% | +5.1% |
| 3Y | +70.6% | +125.0% | -54.4% | +45.6% |
| 5Y | +96.4% | +210.4% | -114.0% | +52.7% |
| All | +96.4% | +206.8% | -110.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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