+67.6%
EFA vs URI
+161.0%
-93.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.9% | -3.9% | +2.0% |
| 7D | +1.2% | -4.0% | +5.2% | +1.8% |
| 30D | +1.5% | +6.8% | -5.3% | +0.4% |
| 3M | -3.3% | -2.8% | -0.5% | -3.1% |
| 6M | +2.6% | +20.9% | -18.3% | -0.9% |
| YTD | +11.0% | +40.2% | -29.2% | +3.6% |
| 1Y | +15.1% | +34.1% | -19.0% | +8.3% |
| 3Y | +67.6% | +164.1% | -96.5% | +35.7% |
| All | +67.6% | +161.0% | -93.3% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling