+127.9%
NTAP vs URI
+203.0%
-75.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.1% |
| 7D | +7.2% | +6.7% | +0.5% | +4.8% |
| 30D | -18.4% | +8.9% | -27.2% | -20.6% |
| 3M | -11.3% | +0.5% | -11.9% | -11.6% |
| 6M | +53.8% | +20.7% | +33.1% | +42.8% |
| YTD | +72.0% | +40.0% | +31.9% | +47.6% |
| 1Y | +68.0% | +34.4% | +33.6% | +46.5% |
| 3Y | +149.5% | +149.5% | 0.0% | +64.2% |
| All | +127.9% | +203.0% | -75.1% | +26.8% |
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