+125.0%
URI vs NTRA
+484.0%
-359.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +2.5% | +1.1% | +1.5% | +2.3% |
| 30D | -12.5% | +0.6% | -13.2% | -12.7% |
| 3M | -6.2% | +51.8% | -58.0% | -13.7% |
| 6M | +25.9% | +63.6% | -37.7% | +13.0% |
| YTD | +26.2% | +41.5% | -15.3% | +16.2% |
| 1Y | +5.5% | +93.6% | -88.2% | -10.3% |
| 3Y | +125.0% | +498.0% | -373.1% | +41.7% |
| All | +125.0% | +484.0% | -359.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling