+43.8%
EXC vs URI
+166.6%
-122.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -1.2% | -9.8% | +8.6% | -0.4% |
| 30D | +10.0% | +1.7% | +8.2% | +9.7% |
| 3M | +1.6% | -9.1% | +10.7% | +2.3% |
| 6M | +3.3% | +9.9% | -6.6% | +2.2% |
| YTD | +7.6% | +31.2% | -23.7% | +4.4% |
| 1Y | +3.5% | +25.9% | -22.5% | +0.7% |
| 3Y | +27.7% | +147.4% | -119.7% | +11.4% |
| All | +43.8% | +166.6% | -122.7% | +21.5% |
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