+147.4%
URI vs EME
+191.8%
-44.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.2% |
| 7D | -9.8% | -10.5% | +0.7% | -5.7% |
| 30D | +1.7% | -22.4% | +24.2% | +12.6% |
| 3M | -9.1% | -24.7% | +15.6% | +1.7% |
| 6M | +9.9% | -35.5% | +45.3% | +30.6% |
| YTD | +31.2% | -0.3% | +31.5% | +27.2% |
| 1Y | +25.9% | -6.7% | +32.7% | +25.6% |
| 3Y | +147.4% | +190.6% | -43.3% | +24.7% |
| All | +147.4% | +191.8% | -44.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling