+54.6%
TER vs URI
+166.6%
-112.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +1.9% |
| 7D | -20.5% | -9.8% | -10.7% | -14.9% |
| 30D | -47.0% | +1.7% | -48.8% | -47.4% |
| 3M | -43.3% | -9.1% | -34.2% | -39.7% |
| 6M | -42.9% | +9.9% | -52.8% | -45.2% |
| YTD | +12.9% | +31.2% | -18.3% | -4.6% |
| 1Y | +18.2% | +25.9% | -7.8% | +2.5% |
| 3Y | +151.8% | +147.4% | +4.4% | +41.6% |
| All | +54.6% | +166.6% | -112.0% | -26.2% |
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