+1,218.8%
URI vs ECL
+205.6%
+1,013.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.9% | +5.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | +6.8% | +8.8% | -2.0% | -0.2% |
| 3M | -2.8% | +7.8% | -10.7% | -8.7% |
| 6M | +20.9% | +21.3% | -0.5% | +2.4% |
| YTD | +40.2% | +17.8% | +22.5% | +21.3% |
| 1Y | +34.1% | +21.1% | +13.0% | +13.3% |
| 3Y | +164.1% | +80.1% | +84.1% | +55.3% |
| 5Y | +199.3% | +40.5% | +158.9% | +115.4% |
| 10Y | +1,218.8% | +197.7% | +1,021.1% | +418.8% |
| All | +1,218.8% | +205.6% | +1,013.2% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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