+281.7%
EMR vs URI
+1,190.2%
-908.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +0.7% | -6.0% | +6.7% | +3.4% |
| 30D | +3.5% | +4.6% | -1.1% | +1.1% |
| 3M | +5.9% | -2.7% | +8.6% | +6.7% |
| 6M | +19.4% | +18.4% | +1.1% | +9.3% |
| YTD | +27.7% | +37.4% | -9.7% | +6.1% |
| 1Y | +30.9% | +30.4% | +0.6% | +11.5% |
| 3Y | +104.2% | +147.9% | -43.7% | +22.8% |
| 5Y | +89.6% | +202.1% | -112.4% | -1.6% |
| All | +281.7% | +1,190.2% | -908.5% | -10.3% |
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