+269.6%
EMR vs URI
+1,171.2%
-901.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.6% |
| 30D | -5.6% | -12.9% | +7.3% | +0.5% |
| 3M | +7.9% | -6.7% | +14.7% | +11.1% |
| 6M | +6.0% | +19.0% | -13.0% | -4.1% |
| YTD | +16.4% | +25.5% | -9.1% | +1.6% |
| 1Y | +16.6% | +5.5% | +11.1% | +9.9% |
| 3Y | +62.9% | +111.3% | -48.4% | +6.5% |
| 5Y | +60.1% | +198.6% | -138.5% | -15.5% |
| All | +269.6% | +1,171.2% | -901.6% | -3.7% |
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 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