+1,157.2%
URI vs EFV
+163.3%
+993.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.5% |
| 7D | +2.5% | +1.0% | +1.5% | +1.1% |
| 30D | -12.5% | +0.2% | -12.7% | -12.8% |
| 3M | -6.2% | +9.6% | -15.8% | -18.1% |
| 6M | +25.9% | +14.0% | +11.8% | +3.0% |
| YTD | +26.2% | +18.5% | +7.7% | -3.0% |
| 1Y | +5.5% | +27.9% | -22.4% | -27.6% |
| 3Y | +125.0% | +92.4% | +32.5% | -17.5% |
| 5Y | +210.4% | +97.2% | +113.3% | +11.0% |
| 10Y | +1,157.2% | +163.0% | +994.2% | +226.3% |
| All | +1,157.2% | +163.3% | +993.8% | +226.3% |
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