+519.9%
EWT vs URI
+6,361.7%
-5,841.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.7% | +4.9% |
| 7D | +3.2% | +2.4% | +0.8% | +2.9% |
| 30D | -12.3% | +8.9% | -21.2% | -13.9% |
| 3M | -3.6% | +0.8% | -4.4% | -3.8% |
| 6M | +3.1% | +23.1% | -20.0% | -1.6% |
| YTD | +57.7% | +43.1% | +14.7% | +43.7% |
| 1Y | +60.3% | +35.7% | +24.6% | +47.7% |
| 3Y | +163.4% | +158.2% | +5.2% | +106.6% |
| 5Y | +127.4% | +212.6% | -85.1% | +67.2% |
| 10Y | +462.7% | +1,210.8% | -748.1% | +180.9% |
| All | +519.9% | +6,361.7% | -5,841.8% | +46.6% |
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 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