+594.1%
EWT vs URI
+5,570.4%
-4,976.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +4.0% | -2.0% | +5.9% | +4.4% |
| 30D | +10.3% | -12.9% | +23.3% | +13.6% |
| 3M | +6.1% | -6.7% | +12.8% | +7.6% |
| 6M | +56.6% | +19.0% | +37.6% | +49.3% |
| YTD | +76.6% | +25.5% | +51.0% | +65.5% |
| 1Y | +97.9% | +5.5% | +92.3% | +92.3% |
| 3Y | +198.0% | +111.3% | +86.7% | +143.6% |
| 5Y | +151.8% | +198.6% | -46.8% | +86.6% |
| 10Y | +514.1% | +1,179.9% | -665.8% | +206.3% |
| All | +594.1% | +5,570.4% | -4,976.3% | +68.8% |
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