+197.1%
ESI vs URA
+75.6%
+121.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.0% | +2.5% |
| 7D | -3.5% | +4.3% | -7.7% | -5.1% |
| 30D | -9.3% | -11.7% | +2.5% | -4.2% |
| 3M | -12.8% | -23.5% | +10.7% | -2.4% |
| 6M | -24.6% | -37.8% | +13.2% | -8.4% |
| YTD | +32.7% | -19.6% | +52.4% | +42.4% |
| 1Y | +20.3% | -24.8% | +45.1% | +32.1% |
| 3Y | +80.2% | +47.0% | +33.2% | +37.9% |
| 5Y | +40.0% | +35.4% | +4.6% | +5.3% |
| 10Y | +310.8% | +302.3% | +8.4% | +38.3% |
| All | +197.1% | +75.6% | +121.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling