+46.0%
F vs URI
+113.1%
-67.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.0% |
| 7D | +5.3% | -2.0% | +7.3% | +5.9% |
| 30D | +4.6% | -12.9% | +17.5% | +9.0% |
| 3M | -3.7% | -6.7% | +3.1% | -2.1% |
| 6M | +16.8% | +19.0% | -2.2% | +8.5% |
| YTD | +15.3% | +25.5% | -10.2% | +3.7% |
| 1Y | +31.0% | +5.5% | +25.5% | +25.8% |
| All | +46.0% | +113.1% | -67.1% | -4.0% |
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