+1,151.9%
URI vs ESI
+321.1%
+830.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | +9.3% | +8.3% | +1.0% | +4.0% |
| 30D | +7.6% | -10.4% | +18.0% | +14.7% |
| 3M | +1.0% | -13.2% | +14.2% | +9.1% |
| 6M | +19.8% | -23.9% | +43.7% | +37.8% |
| YTD | +41.9% | +34.2% | +7.7% | +7.8% |
| 1Y | +33.4% | +22.2% | +11.2% | +7.6% |
| 3Y | +156.0% | +79.2% | +76.8% | +51.7% |
| 5Y | +209.5% | +38.1% | +171.4% | +117.6% |
| All | +1,151.9% | +321.1% | +830.8% | +314.0% |
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