+139.4%
URI vs NVD
-99.2%
+238.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.6% |
| 7D | +5.0% | +0.5% | +4.5% | +5.1% |
| 30D | -9.4% | -9.3% | -0.1% | -10.2% |
| 3M | -5.8% | -22.1% | +16.3% | -7.7% |
| 6M | +25.8% | -45.8% | +71.6% | +18.7% |
| YTD | +27.9% | -46.7% | +74.6% | +21.1% |
| 1Y | +9.7% | -59.5% | +69.2% | +1.1% |
| 3Y | +128.0% | -99.2% | +227.1% | +32.8% |
| All | +139.4% | -99.2% | +238.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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