+1,186.3%
URI vs NTRA
+3,199.2%
-2,012.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -12.4% | +4.1% | -16.5% | -13.1% |
| 3M | -7.3% | +50.0% | -57.3% | -14.6% |
| 6M | +27.2% | +67.3% | -40.1% | +13.8% |
| YTD | +23.0% | +43.6% | -20.6% | +12.8% |
| 1Y | +3.9% | +89.2% | -85.3% | -9.9% |
| 3Y | +121.6% | +502.5% | -380.9% | +50.5% |
| 5Y | +201.1% | +173.8% | +27.3% | +120.7% |
| All | +1,186.3% | +3,199.2% | -2,012.9% | +428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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