+7,210.0%
URI vs ECL
+3,038.9%
+4,171.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.4% |
| 7D | -9.8% | -0.8% | -9.0% | -9.4% |
| 30D | +1.7% | +8.1% | -6.4% | -4.4% |
| 3M | -9.1% | +6.4% | -15.4% | -13.7% |
| 6M | +9.9% | +14.8% | -4.9% | -2.5% |
| YTD | +31.2% | +15.5% | +15.8% | +15.6% |
| 1Y | +25.9% | +20.1% | +5.8% | +7.4% |
| 3Y | +147.4% | +77.8% | +69.6% | +50.7% |
| 5Y | +179.7% | +37.9% | +141.9% | +104.0% |
| 10Y | +1,419.5% | +202.7% | +1,216.9% | +504.4% |
| All | +7,210.0% | +3,038.9% | +4,171.1% | +683.2% |
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