-12.4%
EW vs URI
+194.6%
-207.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +9.3% | -6.0% | +15.2% | +10.1% |
| 30D | +22.1% | +4.6% | +17.5% | +21.1% |
| 3M | +13.0% | -2.7% | +15.7% | +13.2% |
| 6M | +30.1% | +18.4% | +11.7% | +26.1% |
| YTD | +22.0% | +37.4% | -15.3% | +14.4% |
| 1Y | +23.7% | +30.4% | -6.7% | +17.0% |
| 3Y | +62.0% | +147.9% | -85.9% | +25.2% |
| 5Y | -12.4% | +202.1% | -214.5% | -34.0% |
| All | -12.4% | +194.6% | -207.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling