+43.9%
EXC vs URI
+178.2%
-134.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +1.2% |
| 7D | +1.4% | -12.9% | +14.3% | +2.4% |
| 30D | +11.6% | -3.4% | +15.0% | +11.9% |
| 3M | +2.7% | -10.0% | +12.7% | +3.4% |
| 6M | +2.7% | +12.2% | -9.5% | +1.4% |
| YTD | +9.7% | +29.8% | -20.0% | +6.6% |
| 1Y | +4.5% | +24.6% | -20.1% | +1.9% |
| 3Y | +28.5% | +137.6% | -109.1% | +12.8% |
| 5Y | +43.9% | +176.6% | -132.7% | +21.8% |
| All | +43.9% | +178.2% | -134.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling