+183.8%
EXC vs URI
+1,313.6%
-1,129.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.8% | -1.0% |
| 7D | -1.7% | -4.0% | +2.3% | -1.2% |
| 30D | +9.3% | +6.8% | +2.5% | +8.0% |
| 3M | +1.0% | -2.8% | +3.9% | +1.2% |
| 6M | +5.9% | +20.9% | -14.9% | +2.1% |
| YTD | +7.6% | +40.2% | -32.6% | +0.3% |
| 1Y | +2.4% | +34.1% | -31.7% | -3.9% |
| 3Y | +30.2% | +164.1% | -133.9% | +4.1% |
| 5Y | +41.4% | +199.3% | -158.0% | +6.8% |
| 10Y | +183.8% | +1,218.8% | -1,035.1% | +62.8% |
| All | +183.8% | +1,313.6% | -1,129.9% | +62.8% |
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