+144.1%
EFA vs URI
+1,189.1%
-1,045.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +1.2% | -6.0% | +7.2% | +2.6% |
| 30D | +0.9% | +4.6% | -3.7% | -0.3% |
| 3M | -3.4% | -2.7% | -0.7% | -3.1% |
| 6M | +2.0% | +18.4% | -16.4% | -3.0% |
| YTD | +10.4% | +37.4% | -27.0% | -0.3% |
| 1Y | +13.3% | +30.4% | -17.1% | +3.6% |
| 3Y | +65.9% | +147.9% | -82.0% | +24.0% |
| 5Y | +51.5% | +202.1% | -150.6% | +3.9% |
| 10Y | +144.1% | +1,182.4% | -1,038.3% | +14.4% |
| All | +144.1% | +1,189.1% | -1,045.0% | +14.4% |
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