+7,232.4%
EW vs URI
+7,068.6%
+163.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +2.5% |
| 7D | +6.8% | -12.9% | +19.7% | +8.8% |
| 30D | +16.6% | -3.4% | +20.0% | +17.0% |
| 3M | +13.3% | -10.0% | +23.3% | +14.8% |
| 6M | +21.6% | +12.2% | +9.4% | +18.9% |
| YTD | +18.3% | +29.8% | -11.5% | +12.1% |
| 1Y | +21.7% | +24.6% | -2.9% | +16.0% |
| 3Y | +50.3% | +137.6% | -87.3% | +26.9% |
| 5Y | -15.0% | +176.6% | -191.7% | -31.0% |
| 10Y | +237.5% | +1,402.6% | -1,165.1% | +106.2% |
| All | +7,232.4% | +7,068.6% | +163.8% | +3,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling