+1,135.8%
URI vs EFX
+80.5%
+1,055.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +6.7% | -0.8% | +7.5% | +7.1% |
| 30D | +8.9% | +25.1% | -16.2% | -2.8% |
| 3M | +0.5% | +1.7% | -1.1% | -1.7% |
| 6M | +20.7% | +18.4% | +2.3% | +7.0% |
| YTD | +40.0% | -12.5% | +52.6% | +42.6% |
| 1Y | +34.4% | -8.1% | +42.5% | +33.2% |
| 3Y | +149.5% | +4.8% | +144.7% | +118.9% |
| 5Y | +205.6% | -30.1% | +235.7% | +227.3% |
| All | +1,135.8% | +80.5% | +1,055.3% | +730.0% |
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