+35.9%
URI vs ESI
+23.9%
+12.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.7% |
| 7D | +2.6% | +1.8% | +0.8% | +2.0% |
| 30D | +9.1% | -6.6% | +15.7% | +11.2% |
| 3M | +1.0% | -9.4% | +10.3% | +3.8% |
| 6M | +23.3% | -24.1% | +47.5% | +33.8% |
| YTD | +43.3% | +37.1% | +6.2% | +15.3% |
| 1Y | +35.9% | +24.5% | +11.4% | +15.0% |
| All | +35.9% | +23.9% | +12.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling