+5.5%
URI vs EFX
-25.2%
+30.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.9% |
| 7D | -2.0% | -8.6% | +6.7% | -1.6% |
| 30D | -12.9% | +0.1% | -13.1% | -13.0% |
| 3M | -6.7% | +3.8% | -10.6% | -7.1% |
| 6M | +19.0% | -13.5% | +32.5% | +23.3% |
| YTD | +25.5% | -17.7% | +43.2% | +30.9% |
| 1Y | +5.5% | -25.6% | +31.1% | +10.6% |
| All | +5.5% | -25.2% | +30.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling