+34.4%
URI vs ED
+24.8%
+9.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | +6.7% | +2.1% | +4.7% | +7.0% |
| 30D | +8.9% | +10.4% | -1.5% | +9.8% |
| 3M | +0.5% | +12.5% | -12.0% | +1.5% |
| 6M | +20.7% | +14.9% | +5.7% | +22.7% |
| YTD | +40.0% | +24.8% | +15.2% | +52.1% |
| 1Y | +34.4% | +23.8% | +10.6% | +45.7% |
| All | +34.4% | +24.8% | +9.6% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling