+2,441.2%
TER vs URI
+7,134.6%
-4,693.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.9% |
| 7D | +0.6% | -2.0% | +2.6% | +1.4% |
| 30D | -8.3% | -12.9% | +4.7% | -3.3% |
| 3M | -12.2% | -6.7% | -5.5% | -9.3% |
| 6M | +17.1% | +19.0% | -1.9% | +10.0% |
| YTD | +84.7% | +25.5% | +59.1% | +68.7% |
| 1Y | +199.9% | +5.5% | +194.4% | +191.9% |
| 3Y | +232.8% | +111.3% | +121.5% | +148.6% |
| 5Y | +198.6% | +198.6% | 0.0% | +94.2% |
| 10Y | +1,669.7% | +1,179.9% | +489.8% | +533.6% |
| All | +2,441.2% | +7,134.6% | -4,693.4% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling