+6,893.4%
URI vs EME
+15,484.3%
-8,590.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | -2.0% | +1.9% | -3.9% | -3.1% |
| 30D | -12.9% | -8.3% | -4.7% | -8.5% |
| 3M | -6.7% | -10.7% | +4.0% | -2.3% |
| 6M | +19.0% | +1.9% | +17.1% | +14.4% |
| YTD | +25.5% | +23.5% | +2.1% | +6.3% |
| 1Y | +5.5% | +18.0% | -12.4% | -10.7% |
| 3Y | +111.3% | +236.1% | -124.8% | -10.7% |
| 5Y | +198.6% | +527.9% | -329.3% | -14.7% |
| 10Y | +1,179.9% | +1,252.8% | -72.9% | +135.8% |
| All | +6,893.4% | +15,484.3% | -8,590.9% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling