+1,135.8%
URI vs EFV
+163.3%
+972.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.8% |
| 7D | +6.7% | +2.5% | +4.2% | +3.1% |
| 30D | +8.9% | +2.9% | +5.9% | +4.4% |
| 3M | +0.5% | -1.4% | +2.0% | +2.3% |
| 6M | +20.7% | +5.5% | +15.1% | +10.7% |
| YTD | +40.0% | +16.1% | +24.0% | +10.5% |
| 1Y | +34.4% | +20.3% | +14.1% | +0.7% |
| 3Y | +149.5% | +90.4% | +59.0% | -7.8% |
| 5Y | +205.6% | +93.5% | +112.1% | +11.8% |
| All | +1,135.8% | +163.3% | +972.5% | +243.8% |
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