+238.5%
TER vs URI
+113.1%
+125.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.8% |
| 30D | -8.3% | -12.9% | +4.7% | -0.3% |
| 3M | -12.2% | -6.7% | -5.5% | -7.7% |
| 6M | +17.1% | +19.0% | -1.9% | +6.7% |
| YTD | +84.7% | +25.5% | +59.1% | +60.2% |
| 1Y | +199.9% | +5.5% | +194.4% | +187.6% |
| All | +238.5% | +113.1% | +125.4% | +107.5% |
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 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