+304.9%
ESI vs URA
+289.1%
+15.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.5% |
| 7D | -6.6% | +0.3% | -6.9% | -6.6% |
| 30D | -9.8% | -14.8% | +5.0% | -4.0% |
| 3M | -11.9% | -25.3% | +13.4% | -1.7% |
| 6M | -25.1% | -39.9% | +14.8% | -9.7% |
| YTD | +31.9% | -22.4% | +54.3% | +42.8% |
| 1Y | +19.2% | -29.0% | +48.2% | +32.8% |
| 3Y | +76.2% | +41.0% | +35.2% | +42.5% |
| 5Y | +39.4% | +38.3% | +1.1% | +8.4% |
| 10Y | +304.9% | +276.1% | +28.8% | +72.9% |
| All | +304.9% | +289.1% | +15.8% | +72.9% |
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