+147.4%
URI vs EFV
+84.2%
+63.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.4% |
| 7D | -9.8% | -0.7% | -9.1% | -9.3% |
| 30D | +1.7% | +0.9% | +0.9% | +0.8% |
| 3M | -9.1% | -3.6% | -5.5% | -6.2% |
| 6M | +9.9% | +2.5% | +7.3% | +6.8% |
| YTD | +31.2% | +13.2% | +18.0% | +14.2% |
| 1Y | +25.9% | +20.3% | +5.6% | +2.6% |
| 3Y | +147.4% | +84.9% | +62.5% | +15.6% |
| All | +147.4% | +84.2% | +63.2% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling