+120.5%
URI vs ESI
+79.8%
+40.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.2% |
| 7D | -2.0% | +3.3% | -5.3% | -3.5% |
| 30D | -12.9% | -5.9% | -7.1% | -10.5% |
| 3M | -6.7% | -14.1% | +7.4% | -0.7% |
| 6M | +19.0% | +6.6% | +12.4% | +10.3% |
| YTD | +25.5% | +45.0% | -19.5% | -4.0% |
| 1Y | +5.5% | +41.5% | -35.9% | -18.8% |
| All | +120.5% | +79.8% | +40.7% | +35.6% |
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