+1,271.8%
URI vs BG
+160.3%
+1,111.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.5% |
| 7D | +5.0% | +0.5% | +4.5% | +4.6% |
| 30D | -9.4% | +10.3% | -19.7% | -13.9% |
| 3M | -5.8% | -1.9% | -3.9% | -6.0% |
| 6M | +25.8% | +5.2% | +20.6% | +20.4% |
| YTD | +27.9% | +41.2% | -13.3% | +5.2% |
| 1Y | +9.7% | +50.5% | -40.8% | -13.5% |
| 3Y | +128.0% | +19.9% | +108.1% | +95.7% |
| 5Y | +212.4% | +86.7% | +125.7% | +99.8% |
| 10Y | +1,271.8% | +167.5% | +1,104.4% | +552.2% |
| All | +1,271.8% | +160.3% | +1,111.5% | +552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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