+152.5%
EXC vs URI
+1,179.9%
-1,027.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | -3.7% | -12.9% | +9.2% | -1.7% |
| 3M | -1.3% | -6.7% | +5.4% | -0.5% |
| 6M | -9.7% | +19.0% | -28.7% | -12.9% |
| YTD | +2.9% | +25.5% | -22.6% | -2.0% |
| 1Y | +4.4% | +5.5% | -1.2% | +2.0% |
| 3Y | +22.2% | +111.3% | -89.1% | +2.5% |
| 5Y | +46.7% | +198.6% | -151.8% | +11.6% |
| All | +152.5% | +1,179.9% | -1,027.4% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling