+668.0%
BE vs URI
+696.3%
-28.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.0% |
| 7D | +10.8% | +6.7% | +4.1% | +6.3% |
| 30D | -19.8% | +8.9% | -28.6% | -23.5% |
| 3M | -18.7% | +0.5% | -19.3% | -18.2% |
| 6M | -33.7% | +20.7% | -54.4% | -41.8% |
| YTD | +121.0% | +40.0% | +80.9% | +65.9% |
| 1Y | +85.4% | +34.4% | +51.0% | +44.3% |
| 3Y | +1,709.5% | +149.5% | +1,560.0% | +755.3% |
| 5Y | +462.2% | +205.6% | +256.6% | +125.3% |
| All | +668.0% | +696.3% | -28.4% | +8.1% |
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