+452.2%
EWT vs URI
+5,827.0%
-5,374.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | -11.7% | -9.8% | -2.0% | -9.6% |
| 30D | -23.2% | +1.7% | -25.0% | -23.5% |
| 3M | -12.5% | -9.1% | -3.4% | -10.7% |
| 6M | -5.9% | +9.9% | -15.8% | -8.0% |
| YTD | +40.5% | +31.2% | +9.3% | +30.4% |
| 1Y | +43.7% | +25.9% | +17.8% | +34.6% |
| 3Y | +136.6% | +147.4% | -10.7% | +87.3% |
| 5Y | +105.1% | +179.7% | -74.7% | +54.4% |
| 10Y | +387.0% | +1,419.5% | -1,032.6% | +134.5% |
| All | +452.2% | +5,827.0% | -5,374.9% | +33.0% |
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 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