+1,151.9%
URI vs EFX
+79.2%
+1,072.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +9.3% | -3.6% | +13.0% | +11.2% |
| 30D | +7.6% | +25.3% | -17.7% | -4.0% |
| 3M | +1.0% | +3.8% | -2.8% | -2.2% |
| 6M | +19.8% | +12.7% | +7.1% | +9.0% |
| YTD | +41.9% | -13.1% | +55.0% | +45.0% |
| 1Y | +33.4% | -9.3% | +42.7% | +33.1% |
| 3Y | +156.0% | +3.5% | +152.5% | +126.0% |
| 5Y | +209.5% | -30.6% | +240.2% | +232.7% |
| All | +1,151.9% | +79.2% | +1,072.7% | +743.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling