+6,893.4%
URI vs EFX
+1,025.4%
+5,868.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +5.3% |
| 7D | -2.0% | -8.6% | +6.7% | +3.0% |
| 30D | -12.9% | +0.1% | -13.1% | -13.7% |
| 3M | -6.7% | +3.8% | -10.6% | -11.4% |
| 6M | +19.0% | -13.5% | +32.5% | +24.4% |
| YTD | +25.5% | -17.7% | +43.2% | +33.1% |
| 1Y | +5.5% | -25.6% | +31.1% | +17.9% |
| 3Y | +111.3% | -12.1% | +123.4% | +104.1% |
| 5Y | +198.6% | -33.8% | +232.4% | +234.7% |
| 10Y | +1,179.9% | +45.1% | +1,134.8% | +711.7% |
| All | +6,893.4% | +1,025.4% | +5,868.0% | +1,309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling