+1,182.4%
URI vs ESI
+306.3%
+876.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.7% |
| 7D | -6.0% | -6.6% | +0.6% | -1.7% |
| 30D | +4.6% | -9.8% | +14.4% | +11.0% |
| 3M | -2.7% | -11.9% | +9.2% | +4.0% |
| 6M | +18.4% | -25.1% | +43.5% | +37.3% |
| YTD | +37.4% | +31.9% | +5.5% | +5.5% |
| 1Y | +30.4% | +19.2% | +11.2% | +6.9% |
| 3Y | +147.9% | +76.2% | +71.7% | +48.6% |
| 5Y | +202.1% | +39.4% | +162.7% | +110.9% |
| 10Y | +1,182.4% | +304.9% | +877.5% | +349.9% |
| All | +1,182.4% | +306.3% | +876.1% | +349.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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