+235.5%
EW vs URI
+1,374.0%
-1,138.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +11.0% | -9.8% | +20.8% | +13.2% |
| 30D | +19.1% | +1.7% | +17.3% | +18.4% |
| 3M | +14.4% | -9.1% | +23.4% | +16.2% |
| 6M | +22.8% | +9.9% | +12.9% | +19.3% |
| YTD | +19.8% | +31.2% | -11.4% | +10.4% |
| 1Y | +23.9% | +25.9% | -2.0% | +15.2% |
| 3Y | +52.2% | +147.4% | -95.2% | +14.6% |
| 5Y | -13.9% | +179.7% | -193.7% | -39.2% |
| All | +235.5% | +1,374.0% | -1,138.5% | +57.6% |
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