+33.1%
URI vs ESI
+19.1%
+14.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.1% | +1.7% | +5.1% |
| 7D | -4.0% | -3.5% | -0.6% | -2.8% |
| 30D | +6.8% | -9.3% | +16.0% | +10.0% |
| 3M | -2.8% | -12.8% | +10.0% | +1.3% |
| 6M | +20.9% | -24.6% | +45.5% | +31.3% |
| YTD | +40.2% | +32.7% | +7.5% | +14.2% |
| All | +33.1% | +19.1% | +14.0% | +14.1% |
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 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