+188.2%
B vs URI
+1,179.9%
-991.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | +9.4% | -12.9% | +22.4% | +10.6% |
| 3M | +5.0% | -6.7% | +11.7% | +5.5% |
| 6M | -3.5% | +19.0% | -22.5% | -5.0% |
| YTD | +4.5% | +25.5% | -21.1% | +2.3% |
| 1Y | +67.8% | +5.5% | +62.2% | +66.3% |
| 3Y | +196.7% | +111.3% | +85.4% | +179.3% |
| 5Y | +151.9% | +198.6% | -46.6% | +130.5% |
| All | +188.2% | +1,179.9% | -991.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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