+1,182.4%
URI vs ECL
+196.4%
+986.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | +4.6% | +8.6% | -4.0% | -2.1% |
| 3M | -2.7% | +7.9% | -10.6% | -8.7% |
| 6M | +18.4% | +21.0% | -2.7% | +0.4% |
| YTD | +37.4% | +17.5% | +19.8% | +19.1% |
| 1Y | +30.4% | +19.7% | +10.7% | +11.2% |
| 3Y | +147.9% | +77.4% | +70.5% | +47.5% |
| 5Y | +202.1% | +38.7% | +163.4% | +120.0% |
| 10Y | +1,182.4% | +193.5% | +988.9% | +404.9% |
| All | +1,182.4% | +196.4% | +986.0% | +404.9% |
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