+92.9%
NTRS vs URA
+91.2%
+1.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.8% |
| 7D | +1.4% | -5.5% | +6.9% | +2.5% |
| 30D | -0.7% | -3.7% | +3.0% | -0.1% |
| 3M | +11.3% | -2.9% | +14.2% | +11.4% |
| 6M | +35.5% | -15.2% | +50.8% | +38.4% |
| YTD | +40.6% | +1.9% | +38.7% | +36.4% |
| 1Y | +49.2% | +6.9% | +42.3% | +41.6% |
| 3Y | +167.2% | +99.6% | +67.6% | +107.8% |
| All | +92.9% | +91.2% | +1.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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