+138.0%
B vs URI
+166.6%
-28.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +9.6% | -9.8% | +19.4% | +10.9% |
| 30D | +3.5% | +1.7% | +1.8% | +3.1% |
| 3M | -1.6% | -9.1% | +7.5% | -0.6% |
| 6M | -1.7% | +9.9% | -11.5% | -3.1% |
| YTD | -5.3% | +31.2% | -36.5% | -9.4% |
| 1Y | +27.2% | +25.9% | +1.3% | +22.4% |
| 3Y | +166.1% | +147.4% | +18.7% | +132.3% |
| All | +138.0% | +166.6% | -28.6% | +93.8% |
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