+136.2%
URI vs NVD
-99.2%
+235.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +1.0% |
| 7D | +2.5% | -7.7% | +10.2% | +1.6% |
| 30D | -12.5% | -5.8% | -6.8% | -12.8% |
| 3M | -6.2% | -23.2% | +17.0% | -8.2% |
| 6M | +25.9% | -49.7% | +75.6% | +17.7% |
| YTD | +26.2% | -47.7% | +73.9% | +19.2% |
| 1Y | +5.5% | -61.3% | +66.8% | -3.5% |
| 3Y | +125.0% | -99.2% | +224.1% | +30.8% |
| All | +136.2% | -99.2% | +235.4% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling