+203.4%
URI vs EFV
+96.9%
+106.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.8% |
| 7D | -2.0% | +1.5% | -3.5% | -3.7% |
| 30D | -12.9% | +1.7% | -14.7% | -14.7% |
| 3M | -6.7% | +8.6% | -15.4% | -15.6% |
| 6M | +19.0% | +11.7% | +7.3% | +3.7% |
| YTD | +25.5% | +19.3% | +6.3% | +0.2% |
| 1Y | +5.5% | +30.2% | -24.7% | -24.6% |
| 3Y | +111.3% | +91.6% | +19.7% | -9.9% |
| All | +203.4% | +96.9% | +106.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling