+147.9%
URI vs ESI
+78.7%
+69.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.8% |
| 7D | -6.0% | -6.6% | +0.6% | -2.9% |
| 30D | +4.6% | -9.8% | +14.4% | +9.3% |
| 3M | -2.7% | -11.9% | +9.2% | +2.4% |
| 6M | +18.4% | -25.1% | +43.5% | +32.8% |
| YTD | +37.4% | +31.9% | +5.5% | +9.9% |
| 1Y | +30.4% | +19.2% | +11.2% | +10.4% |
| 3Y | +147.9% | +76.2% | +71.7% | +52.4% |
| All | +147.9% | +78.7% | +69.2% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling