+1,218.8%
URI vs ESI
+323.5%
+895.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.1% | +1.7% | +3.6% |
| 7D | -4.0% | -3.5% | -0.6% | -1.8% |
| 30D | +6.8% | -9.3% | +16.0% | +12.8% |
| 3M | -2.8% | -12.8% | +10.0% | +4.5% |
| 6M | +20.9% | -24.6% | +45.5% | +39.6% |
| YTD | +40.2% | +32.7% | +7.5% | +7.3% |
| 1Y | +34.1% | +20.3% | +13.8% | +9.3% |
| 3Y | +164.1% | +80.2% | +84.0% | +56.0% |
| 5Y | +199.3% | +40.0% | +159.4% | +108.5% |
| 10Y | +1,218.8% | +310.8% | +908.1% | +362.1% |
| All | +1,218.8% | +323.5% | +895.4% | +362.1% |
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