+6,438.2%
EW vs URI
+6,835.6%
-397.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 6M | +5.5% | +19.0% | -13.5% | +1.9% |
| YTD | +5.5% | +25.5% | -20.1% | +0.6% |
| 1Y | +11.0% | +5.5% | +5.5% | +8.5% |
| 3Y | +17.7% | +111.3% | -93.6% | +1.2% |
| 5Y | -25.7% | +198.6% | -224.3% | -40.3% |
| 10Y | +132.8% | +1,179.9% | -1,047.1% | +45.4% |
| All | +6,438.2% | +6,835.6% | -397.5% | +2,806.7% |
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