+28.0%
NU vs URI
+224.2%
-196.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +13.0% | +12.3% |
| 7D | +9.9% | +6.7% | +3.2% | +6.7% |
| 30D | -11.5% | +8.9% | -20.3% | -15.4% |
| 3M | -5.1% | +0.5% | -5.6% | -6.2% |
| 6M | +3.1% | +20.7% | -17.5% | -7.7% |
| YTD | -21.0% | +40.0% | -61.1% | -36.9% |
| 1Y | -15.2% | +34.4% | -49.6% | -30.7% |
| 3Y | +56.4% | +149.5% | -93.0% | -19.6% |
| All | +28.0% | +224.2% | -196.2% | -51.2% |
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