+202.8%
TER vs URI
+200.7%
+2.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 6M | +17.1% | +19.0% | -1.9% | +6.1% |
| YTD | +84.7% | +25.5% | +59.1% | +59.5% |
| 1Y | +199.9% | +5.5% | +194.4% | +186.1% |
| 3Y | +232.8% | +111.3% | +121.5% | +103.7% |
| All | +202.8% | +200.7% | +2.2% | +38.6% |
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 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