+1,182.4%
URI vs EFV
+159.5%
+1,022.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | -6.0% | +2.1% | -8.1% | -8.9% |
| 30D | +4.6% | +3.1% | +1.5% | +0.1% |
| 3M | -2.7% | -1.3% | -1.4% | -1.2% |
| 6M | +18.4% | +6.0% | +12.4% | +7.9% |
| YTD | +37.4% | +15.8% | +21.5% | +8.7% |
| 1Y | +30.4% | +21.1% | +9.3% | -3.3% |
| 3Y | +147.9% | +91.0% | +56.9% | -8.7% |
| 5Y | +202.1% | +94.3% | +107.8% | +9.8% |
| 10Y | +1,182.4% | +160.4% | +1,022.0% | +266.2% |
| All | +1,182.4% | +159.5% | +1,022.9% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling