+7,128.3%
URI vs ED
+992.3%
+6,136.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.1% | -7.4% |
| 7D | -12.9% | +5.2% | -18.1% | -14.5% |
| 30D | -3.4% | +15.5% | -18.9% | -8.2% |
| 3M | -10.0% | +13.0% | -23.1% | -13.9% |
| 6M | +12.2% | +13.1% | -0.9% | +7.1% |
| YTD | +29.8% | +25.3% | +4.5% | +19.2% |
| 1Y | +24.6% | +30.5% | -5.9% | +12.7% |
| 3Y | +137.6% | +49.3% | +88.3% | +99.8% |
| 5Y | +176.6% | +84.6% | +92.1% | +112.2% |
| 10Y | +1,402.6% | +135.4% | +1,267.1% | +878.8% |
| All | +7,128.3% | +992.3% | +6,136.0% | +2,635.6% |
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