+120.5%
URI vs EAT
+611.4%
-490.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -12.9% | +1.9% | -14.8% | -13.5% |
| 3M | -6.7% | +68.7% | -75.4% | -16.6% |
| 6M | +19.0% | +66.9% | -47.9% | +5.8% |
| YTD | +25.5% | +60.4% | -34.9% | +12.0% |
| 1Y | +5.5% | +44.0% | -38.5% | -3.9% |
| All | +120.5% | +611.4% | -490.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling