+7,551.9%
URI vs ED
+972.9%
+6,579.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.3% |
| 7D | -6.0% | +2.1% | -8.1% | -6.8% |
| 30D | +4.6% | +12.4% | -7.8% | +0.3% |
| 3M | -2.7% | +13.1% | -15.8% | -6.9% |
| 6M | +18.4% | +14.1% | +4.3% | +12.6% |
| YTD | +37.4% | +23.1% | +14.3% | +26.9% |
| 1Y | +30.4% | +25.4% | +4.9% | +19.5% |
| 3Y | +147.9% | +47.9% | +100.1% | +109.0% |
| 5Y | +202.1% | +81.9% | +120.2% | +132.8% |
| 10Y | +1,182.4% | +141.3% | +1,041.2% | +727.1% |
| All | +7,551.9% | +972.9% | +6,579.0% | +2,812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling