+306.8%
ESI vs URA
+371.9%
-65.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | -0.6% |
| 7D | +5.4% | +8.1% | -2.7% | +2.3% |
| 30D | -4.2% | +5.8% | -10.0% | -6.3% |
| 3M | -9.6% | +3.4% | -13.1% | -11.0% |
| 6M | +18.3% | -2.6% | +20.9% | +18.3% |
| YTD | +45.8% | +11.2% | +34.7% | +37.6% |
| 1Y | +39.2% | +19.8% | +19.3% | +25.7% |
| 3Y | +86.3% | +121.5% | -35.2% | +25.9% |
| 5Y | +76.2% | +134.5% | -58.2% | +8.6% |
| 10Y | +306.8% | +376.7% | -69.9% | +65.0% |
| All | +306.8% | +371.9% | -65.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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