+7,551.9%
URI vs EME
+13,243.8%
-5,691.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.4% |
| 7D | -6.0% | -8.8% | +2.8% | -0.8% |
| 30D | +4.6% | -18.2% | +22.8% | +17.3% |
| 3M | -2.7% | -20.2% | +17.5% | +10.2% |
| 6M | +18.4% | -29.9% | +48.3% | +42.1% |
| YTD | +37.4% | +5.7% | +31.6% | +26.5% |
| 1Y | +30.4% | -1.5% | +31.8% | +25.0% |
| 3Y | +147.9% | +208.4% | -60.5% | +9.3% |
| 5Y | +202.1% | +401.9% | -199.8% | -1.9% |
| 10Y | +1,182.4% | +914.2% | +268.2% | +176.4% |
| All | +7,551.9% | +13,243.8% | -5,691.9% | +465.1% |
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