+95.6%
F vs URI
+1,179.9%
-1,084.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.7% |
| 7D | +5.3% | -2.0% | +7.3% | +6.2% |
| 30D | +4.6% | -12.9% | +17.5% | +11.0% |
| 3M | -3.7% | -6.7% | +3.1% | -1.6% |
| 6M | +16.8% | +19.0% | -2.2% | +4.8% |
| YTD | +15.3% | +25.5% | -10.2% | -0.4% |
| 1Y | +31.0% | +5.5% | +25.5% | +22.3% |
| 3Y | +45.4% | +111.3% | -65.9% | -7.1% |
| 5Y | +54.7% | +198.6% | -143.9% | -18.0% |
| All | +95.6% | +1,179.9% | -1,084.3% | -42.5% |
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 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