+239.8%
EW vs URI
+1,313.6%
-1,073.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +1.1% |
| 7D | +12.3% | -4.0% | +16.3% | +13.0% |
| 30D | +22.9% | +6.8% | +16.1% | +21.0% |
| 3M | +16.7% | -2.8% | +19.5% | +16.9% |
| 6M | +31.0% | +20.9% | +10.1% | +24.7% |
| YTD | +22.8% | +40.2% | -17.4% | +11.5% |
| 1Y | +25.6% | +34.1% | -8.5% | +15.1% |
| 3Y | +62.0% | +164.1% | -102.2% | +19.8% |
| 5Y | -12.8% | +199.3% | -212.1% | -39.6% |
| 10Y | +239.8% | +1,218.8% | -979.0% | +70.3% |
| All | +239.8% | +1,313.6% | -1,073.9% | +70.3% |
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