+577.1%
NTAP vs URI
+1,179.9%
-602.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | -0.5% | -12.9% | +12.4% | +4.6% |
| 3M | +4.1% | -6.7% | +10.8% | +6.0% |
| 6M | +88.0% | +19.0% | +69.0% | +71.2% |
| YTD | +75.6% | +25.5% | +50.0% | +55.2% |
| 1Y | +58.9% | +5.5% | +53.4% | +50.1% |
| 3Y | +153.6% | +111.3% | +42.3% | +74.8% |
| 5Y | +127.6% | +198.6% | -70.9% | +30.8% |
| All | +577.1% | +1,179.9% | -602.8% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling