+1,057.8%
TER vs URI
+1,189.9%
-132.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +24.0% | +9.3% | +14.7% | +18.7% |
| 30D | -30.6% | +7.6% | -38.2% | -32.9% |
| 3M | -34.5% | +1.0% | -35.5% | -34.4% |
| 6M | -26.4% | +19.8% | -46.2% | -31.9% |
| YTD | +36.4% | +41.9% | -5.4% | +13.7% |
| 1Y | +47.4% | +33.4% | +14.0% | +26.8% |
| 3Y | +202.6% | +156.0% | +46.5% | +84.7% |
| 5Y | +83.9% | +209.5% | -125.6% | -1.1% |
| All | +1,057.8% | +1,189.9% | -132.1% | +238.6% |
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