+62.0%
EW vs URI
+161.0%
-99.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +2.2% |
| 7D | +12.3% | -4.0% | +16.3% | +12.4% |
| 30D | +22.9% | +6.8% | +16.1% | +22.4% |
| 3M | +16.7% | -2.8% | +19.5% | +16.7% |
| 6M | +31.0% | +20.9% | +10.1% | +29.4% |
| YTD | +22.8% | +40.2% | -17.4% | +20.0% |
| 1Y | +25.6% | +34.1% | -8.5% | +23.1% |
| 3Y | +62.0% | +164.1% | -102.2% | +38.6% |
| All | +62.0% | +161.0% | -99.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling