+50.5%
EFA vs URI
+199.0%
-148.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.9% | -3.9% | +1.5% |
| 7D | +1.2% | -4.0% | +5.2% | +2.0% |
| 30D | +1.5% | +6.8% | -5.3% | -0.1% |
| 3M | -3.3% | -2.8% | -0.5% | -3.0% |
| 6M | +2.6% | +20.9% | -18.3% | -2.4% |
| YTD | +11.0% | +40.2% | -29.2% | +0.7% |
| 1Y | +15.1% | +34.1% | -19.0% | +5.5% |
| 3Y | +67.6% | +164.1% | -96.5% | +21.9% |
| 5Y | +50.5% | +199.3% | -148.8% | +0.7% |
| All | +50.5% | +199.0% | -148.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling