+675.5%
BE vs URI
+697.5%
-22.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.9% | +5.0% | +6.9% |
| 7D | -1.2% | -4.0% | +2.8% | +2.8% |
| 30D | -30.9% | +6.8% | -37.7% | -33.3% |
| 3M | -11.6% | -2.8% | -8.8% | -9.2% |
| 6M | -25.7% | +20.9% | -46.6% | -35.1% |
| YTD | +123.1% | +40.2% | +82.9% | +66.8% |
| 1Y | +43.4% | +34.1% | +9.3% | +11.8% |
| 3Y | +1,683.6% | +164.1% | +1,519.5% | +702.5% |
| 5Y | +465.4% | +199.3% | +266.1% | +129.2% |
| All | +675.5% | +697.5% | -22.0% | +8.7% |
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