+1,414.2%
TER vs URI
+7,377.6%
-5,963.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.1% | -8.1% | -12.5% |
| 7D | -28.2% | -12.9% | -15.3% | -24.0% |
| 30D | -50.6% | -3.4% | -47.2% | -49.8% |
| 3M | -45.3% | -10.0% | -35.3% | -42.9% |
| 6M | -40.4% | +12.2% | -52.6% | -42.3% |
| YTD | +10.0% | +29.8% | -19.7% | -0.4% |
| 1Y | +13.6% | +24.6% | -11.0% | +4.5% |
| 3Y | +145.2% | +137.6% | +7.6% | +76.4% |
| 5Y | +50.4% | +176.6% | -126.3% | +0.8% |
| 10Y | +882.9% | +1,402.6% | -519.6% | +235.2% |
| All | +1,414.2% | +7,377.6% | -5,963.4% | +58.4% |
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