+201.0%
URI vs BG
+88.4%
+112.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -4.1% |
| 7D | -0.5% | +3.7% | -4.2% | -1.7% |
| 30D | -13.4% | +12.3% | -25.7% | -16.8% |
| 3M | -6.2% | -2.2% | -4.0% | -6.0% |
| 6M | +28.0% | +5.3% | +22.6% | +24.3% |
| YTD | +23.0% | +42.4% | -19.5% | +6.4% |
| 1Y | +5.5% | +55.2% | -49.7% | -12.2% |
| 3Y | +119.2% | +21.0% | +98.2% | +97.7% |
| 5Y | +201.0% | +87.1% | +113.9% | +92.2% |
| All | +201.0% | +88.4% | +112.7% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling