-26.3%
EW vs URI
+200.7%
-227.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.3% | -2.0% | +1.6% | -0.1% |
| 30D | +1.0% | -12.9% | +14.0% | +3.0% |
| 3M | +2.8% | -6.7% | +9.5% | +3.5% |
| 6M | +5.5% | +19.0% | -13.5% | +1.8% |
| YTD | +5.5% | +25.5% | -20.1% | +0.2% |
| 1Y | +11.0% | +5.5% | +5.5% | +8.7% |
| 3Y | +17.7% | +111.3% | -93.6% | -6.1% |
| All | -26.3% | +200.7% | -227.0% | -48.6% |
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 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