+77.8%
ESI vs URA
+35.4%
+42.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +5.5% | -1.5% | +7.1% | +6.1% |
| 30D | -7.8% | -10.4% | +2.7% | -3.9% |
| 3M | -15.0% | -29.6% | +14.6% | -4.0% |
| 6M | -24.9% | -40.3% | +15.4% | -11.2% |
| YTD | +33.2% | -25.5% | +58.7% | +46.0% |
| 1Y | +24.9% | -26.4% | +51.4% | +37.2% |
| 3Y | +77.8% | +31.4% | +46.3% | +52.6% |
| All | +77.8% | +35.4% | +42.3% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling