+179.2%
URI vs EFX
-31.2%
+210.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.0% |
| 7D | -9.8% | +2.7% | -12.5% | -10.9% |
| 30D | +1.7% | +33.1% | -31.4% | -10.4% |
| 3M | -9.1% | +8.2% | -17.2% | -13.2% |
| 6M | +9.9% | +10.2% | -0.3% | +2.0% |
| YTD | +31.2% | -11.8% | +43.0% | +34.3% |
| 1Y | +25.9% | -6.1% | +32.0% | +24.5% |
| 3Y | +147.4% | +7.5% | +139.9% | +111.0% |
| All | +179.2% | -31.2% | +210.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling