+1,218.8%
URI vs ED
+132.0%
+1,086.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +6.9% |
| 7D | -4.0% | -0.1% | -3.9% | -4.1% |
| 30D | +6.8% | +11.6% | -4.8% | +4.8% |
| 3M | -2.8% | +10.5% | -13.4% | -4.5% |
| 6M | +20.9% | +13.2% | +7.6% | +18.1% |
| YTD | +40.2% | +22.1% | +18.1% | +35.1% |
| 1Y | +34.1% | +24.2% | +9.9% | +28.7% |
| 3Y | +164.1% | +46.9% | +117.2% | +140.3% |
| 5Y | +199.3% | +80.8% | +118.5% | +159.5% |
| 10Y | +1,218.8% | +134.3% | +1,084.6% | +1,116.1% |
| All | +1,218.8% | +132.0% | +1,086.8% | +1,116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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