+135.2%
B vs URI
+178.2%
-43.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +1.4% |
| 7D | +4.3% | -12.9% | +17.2% | +6.1% |
| 30D | -0.9% | -3.4% | +2.5% | -0.7% |
| 3M | -1.4% | -10.0% | +8.7% | -0.2% |
| 6M | +5.0% | +12.2% | -7.2% | +3.2% |
| YTD | -5.8% | +29.8% | -35.6% | -9.8% |
| 1Y | +25.6% | +24.6% | +1.0% | +21.0% |
| 3Y | +161.6% | +137.6% | +24.0% | +129.5% |
| 5Y | +135.2% | +176.6% | -41.4% | +90.9% |
| All | +135.2% | +178.2% | -43.0% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling