+71.7%
TER vs URI
+203.0%
-131.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | +14.4% | +6.7% | +7.6% | +10.3% |
| 30D | -30.6% | +8.9% | -39.4% | -33.6% |
| 3M | -39.2% | +0.5% | -39.7% | -38.9% |
| 6M | -31.3% | +20.7% | -51.9% | -37.4% |
| YTD | +29.1% | +40.0% | -11.0% | +5.3% |
| 1Y | +47.4% | +34.4% | +13.0% | +23.3% |
| 3Y | +191.2% | +149.5% | +41.8% | +63.3% |
| All | +71.7% | +203.0% | -131.3% | -22.5% |
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 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