-15.8%
F vs URI
+166.6%
-182.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +1.6% | -9.8% | +11.3% | +5.9% |
| 30D | +2.6% | +1.7% | +0.9% | +1.5% |
| 3M | -8.8% | -9.1% | +0.2% | -5.7% |
| 6M | +4.6% | +9.9% | -5.2% | -1.8% |
| YTD | -1.9% | +31.2% | -33.1% | -18.3% |
| 1Y | -0.8% | +25.9% | -26.7% | -15.5% |
| 3Y | +43.5% | +147.4% | -103.9% | -24.7% |
| All | -15.8% | +166.6% | -182.4% | -62.3% |
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