+1,179.9%
URI vs ES
+84.4%
+1,095.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -12.9% | -2.0% | -11.0% | -12.4% |
| 3M | -6.7% | +1.7% | -8.4% | -7.4% |
| 6M | +19.0% | -3.5% | +22.5% | +20.0% |
| YTD | +25.5% | +7.9% | +17.6% | +22.1% |
| 1Y | +5.5% | +17.2% | -11.6% | -0.7% |
| 3Y | +111.3% | +29.3% | +82.0% | +88.6% |
| 5Y | +198.6% | -5.7% | +204.3% | +194.2% |
| All | +1,179.9% | +84.4% | +1,095.5% | +1,160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling