+54.8%
EFA vs URI
+206.8%
-152.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | +1.2% | +2.5% | -1.3% | +0.6% |
| 30D | -0.7% | -12.5% | +11.8% | +2.1% |
| 3M | +6.4% | -6.2% | +12.6% | +7.5% |
| 6M | +11.4% | +25.9% | -14.5% | +4.5% |
| YTD | +14.0% | +26.2% | -12.2% | +6.1% |
| 1Y | +20.2% | +5.5% | +14.7% | +16.6% |
| 3Y | +68.2% | +125.0% | -56.8% | +28.0% |
| 5Y | +54.8% | +210.4% | -155.6% | +1.1% |
| All | +54.8% | +206.8% | -152.0% | +1.1% |
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