+1,458.5%
NI vs URI
+7,815.7%
-6,357.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.5% | -6.0% | +7.5% | +2.2% |
| 30D | +11.9% | +4.6% | +7.3% | +11.2% |
| 3M | +9.1% | -2.7% | +11.8% | +9.3% |
| 6M | -1.8% | +18.4% | -20.1% | -4.1% |
| YTD | +11.4% | +37.4% | -26.0% | +6.1% |
| 1Y | +6.4% | +30.4% | -24.0% | +1.9% |
| 3Y | +98.2% | +147.9% | -49.7% | +73.1% |
| 5Y | +110.1% | +202.1% | -92.0% | +76.4% |
| 10Y | +189.0% | +1,182.4% | -993.5% | +94.9% |
| All | +1,458.5% | +7,815.7% | -6,357.3% | +671.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling