+44.5%
F vs URI
+136.1%
-91.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | +0.9% |
| 7D | +1.4% | -12.9% | +14.3% | +5.3% |
| 30D | +2.0% | -3.4% | +5.4% | +2.8% |
| 3M | -10.4% | -10.0% | -0.3% | -8.0% |
| 6M | +9.7% | +12.2% | -2.5% | +4.6% |
| YTD | -1.2% | +29.8% | -30.9% | -12.2% |
| 1Y | 0.0% | +24.6% | -24.6% | -9.7% |
| All | +44.5% | +136.1% | -91.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling