+491.9%
URI vs NTR
+98.7%
+393.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.6% |
| 7D | -0.5% | -2.5% | +2.0% | +0.8% |
| 30D | -13.4% | +17.0% | -30.4% | -20.6% |
| 3M | -6.2% | +22.2% | -28.4% | -16.8% |
| 6M | +28.0% | +5.2% | +22.8% | +21.1% |
| YTD | +23.0% | +29.7% | -6.7% | +1.8% |
| 1Y | +5.5% | +39.4% | -33.9% | -17.2% |
| 3Y | +119.2% | +38.2% | +81.0% | +66.5% |
| 5Y | +201.0% | +47.6% | +153.4% | +81.1% |
| All | +491.9% | +98.7% | +393.2% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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