+271.2%
EW vs URI
+1,173.3%
-902.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +4.9% | +6.7% | -1.8% | +3.4% |
| 30D | +23.9% | +8.9% | +15.1% | +21.5% |
| 3M | +15.8% | +0.5% | +15.2% | +15.2% |
| 6M | +31.7% | +20.7% | +11.0% | +25.3% |
| YTD | +25.7% | +40.0% | -14.3% | +14.0% |
| 1Y | +24.4% | +34.4% | -10.0% | +13.9% |
| 3Y | +65.9% | +149.5% | -83.6% | +24.3% |
| 5Y | -7.6% | +205.6% | -213.2% | -36.5% |
| All | +271.2% | +1,173.3% | -902.1% | +72.7% |
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