-27.4%
U vs URI
+563.9%
-591.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -3.3% |
| 7D | +16.9% | +2.4% | +14.5% | +14.7% |
| 30D | +6.4% | +8.9% | -2.5% | +1.1% |
| 3M | +13.2% | +0.8% | +12.4% | +11.2% |
| 6M | +84.8% | +23.1% | +61.6% | +62.2% |
| YTD | +12.4% | +43.1% | -30.6% | -12.5% |
| 1Y | +19.8% | +35.7% | -15.9% | -4.0% |
| 3Y | +83.8% | +158.2% | -74.4% | -1.8% |
| 5Y | -72.7% | +212.6% | -285.3% | -88.3% |
| All | -27.4% | +563.9% | -591.3% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling