+701.6%
BE vs URI
+694.4%
+7.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -3.2% |
| 7D | -12.1% | -4.3% | -7.8% | -9.2% |
| 30D | -30.1% | +4.6% | -34.7% | -32.2% |
| 3M | -12.1% | -2.1% | -10.0% | -11.0% |
| 6M | -30.6% | +21.9% | -52.5% | -40.3% |
| YTD | +130.6% | +39.7% | +90.9% | +71.4% |
| 1Y | +55.3% | +32.9% | +22.4% | +20.7% |
| 3Y | +1,755.6% | +155.8% | +1,599.8% | +748.5% |
| 5Y | +564.5% | +202.4% | +362.0% | +165.2% |
| All | +701.6% | +694.4% | +7.2% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling