+6,893.4%
URI vs ECL
+2,807.8%
+4,085.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -2.0% | -2.6% | +0.6% | +0.1% |
| 30D | -12.9% | -2.2% | -10.8% | -11.6% |
| 3M | -6.7% | +10.1% | -16.8% | -14.2% |
| 6M | +19.0% | -5.7% | +24.7% | +23.4% |
| YTD | +25.5% | +7.0% | +18.6% | +17.7% |
| 1Y | +5.5% | +2.7% | +2.9% | +1.6% |
| 3Y | +111.3% | +57.7% | +53.6% | +41.6% |
| 5Y | +198.6% | +31.1% | +167.4% | +126.0% |
| 10Y | +1,179.9% | +150.9% | +1,029.0% | +491.1% |
| All | +6,893.4% | +2,807.8% | +4,085.6% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling