+1,135.8%
URI vs ACWI
+224.5%
+911.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.8% |
| 7D | +6.7% | +2.4% | +4.3% | +3.0% |
| 30D | +8.9% | -1.7% | +10.5% | +11.9% |
| 3M | +0.5% | -3.9% | +4.5% | +7.2% |
| 6M | +20.7% | +0.8% | +19.9% | +18.7% |
| YTD | +40.0% | +11.0% | +29.0% | +17.3% |
| 1Y | +34.4% | +13.1% | +21.3% | +9.5% |
| 3Y | +149.5% | +73.9% | +75.6% | +2.4% |
| 5Y | +205.6% | +59.0% | +146.5% | +49.0% |
| All | +1,135.8% | +224.5% | +911.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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