+395.7%
EFA vs URI
+4,270.9%
-3,875.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +0.9% | -12.9% | +13.8% | +4.0% |
| 3M | +4.9% | -6.7% | +11.6% | +6.1% |
| 6M | +8.6% | +19.0% | -10.4% | +3.0% |
| YTD | +14.6% | +25.5% | -10.9% | +6.8% |
| 1Y | +22.6% | +5.5% | +17.1% | +18.6% |
| 3Y | +66.5% | +111.3% | -44.8% | +33.8% |
| 5Y | +54.5% | +198.6% | -144.0% | +12.1% |
| 10Y | +144.8% | +1,179.9% | -1,035.1% | +17.9% |
| All | +395.7% | +4,270.9% | -3,875.2% | +23.1% |
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 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