+311.3%
EMR vs URI
+1,374.0%
-1,062.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -1.6% | -9.8% | +8.2% | +3.1% |
| 30D | +2.0% | +1.7% | +0.2% | +0.9% |
| 3M | +3.8% | -9.1% | +12.9% | +7.9% |
| 6M | +10.5% | +9.9% | +0.7% | +4.8% |
| YTD | +23.7% | +31.2% | -7.5% | +5.2% |
| 1Y | +25.4% | +25.9% | -0.5% | +8.7% |
| 3Y | +86.6% | +147.4% | -60.8% | +12.8% |
| 5Y | +83.0% | +179.7% | -96.7% | -0.7% |
| All | +311.3% | +1,374.0% | -1,062.6% | +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 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