+1,001.8%
TER vs URI
+1,313.6%
-311.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.9% | +5.9% | +9.1% |
| 7D | -5.8% | -4.0% | -1.7% | -3.0% |
| 30D | -38.9% | +6.8% | -45.7% | -40.7% |
| 3M | -35.1% | -2.8% | -32.3% | -33.7% |
| 6M | -31.6% | +20.9% | -52.4% | -37.1% |
| YTD | +27.2% | +40.2% | -13.0% | +6.6% |
| 1Y | +35.2% | +34.1% | +1.1% | +16.0% |
| 3Y | +192.8% | +164.1% | +28.7% | +76.0% |
| 5Y | +72.4% | +199.3% | -126.9% | -5.8% |
| 10Y | +1,001.8% | +1,218.8% | -217.0% | +227.5% |
| All | +1,001.8% | +1,313.6% | -311.8% | +227.5% |
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