+6,893.4%
URI vs ED
+865.0%
+6,028.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -12.9% | -0.1% | -12.8% | -12.9% |
| 3M | -6.7% | +3.9% | -10.7% | -8.2% |
| 6M | +19.0% | -3.0% | +22.0% | +19.9% |
| YTD | +25.5% | +10.7% | +14.8% | +20.5% |
| 1Y | +5.5% | +13.3% | -7.8% | +0.2% |
| 3Y | +111.3% | +34.5% | +76.8% | +84.1% |
| 5Y | +198.6% | +67.1% | +131.4% | +136.6% |
| 10Y | +1,179.9% | +103.0% | +1,076.9% | +781.0% |
| All | +6,893.4% | +865.0% | +6,028.4% | +2,665.2% |
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