+147.4%
URI vs ED
+44.5%
+102.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.8% |
| 7D | -9.8% | +1.6% | -11.4% | -9.6% |
| 30D | +1.7% | +13.3% | -11.6% | +3.2% |
| 3M | -9.1% | +9.7% | -18.8% | -8.1% |
| 6M | +9.9% | +12.8% | -2.9% | +11.5% |
| YTD | +31.2% | +22.3% | +8.9% | +35.0% |
| 1Y | +25.9% | +26.3% | -0.4% | +30.2% |
| 3Y | +147.4% | +45.0% | +102.4% | +135.1% |
| All | +147.4% | +44.5% | +102.8% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling