+572.0%
NTAP vs URI
+1,374.0%
-802.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -15.1% | -9.8% | -5.3% | -11.6% |
| 30D | -28.1% | +1.7% | -29.8% | -28.4% |
| 3M | -11.4% | -9.1% | -2.4% | -8.4% |
| 6M | +52.2% | +9.9% | +42.4% | +45.4% |
| YTD | +60.4% | +31.2% | +29.2% | +39.3% |
| 1Y | +51.0% | +25.9% | +25.1% | +33.3% |
| 3Y | +135.6% | +147.4% | -11.8% | +53.2% |
| 5Y | +107.5% | +179.7% | -72.2% | +22.9% |
| All | +572.0% | +1,374.0% | -802.0% | +126.1% |
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