+212.4%
URI vs NTR
+55.5%
+156.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | -9.4% | +21.7% | -31.1% | -14.6% |
| 3M | -5.8% | +22.8% | -28.6% | -11.8% |
| 6M | +25.8% | +8.2% | +17.6% | +21.3% |
| YTD | +27.9% | +32.9% | -5.0% | +14.2% |
| 1Y | +9.7% | +45.3% | -35.6% | -5.7% |
| 3Y | +128.0% | +41.7% | +86.3% | +93.6% |
| 5Y | +212.4% | +49.8% | +162.6% | +123.7% |
| All | +212.4% | +55.5% | +156.9% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling