+57.6%
T vs URI
+214.4%
-156.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.8% |
| 30D | -1.0% | +9.1% | -10.1% | -1.5% |
| 3M | -8.1% | +1.0% | -9.1% | -8.2% |
| 6M | -8.3% | +23.3% | -31.6% | -9.7% |
| YTD | -6.1% | +43.3% | -49.4% | -9.0% |
| 1Y | -7.4% | +35.9% | -43.3% | -9.9% |
| 3Y | +65.4% | +158.6% | -93.2% | +48.4% |
| 5Y | +57.6% | +213.1% | -155.5% | +38.7% |
| All | +57.6% | +214.4% | -156.8% | +38.7% |
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