+213.1%
URI vs ESI
+44.9%
+168.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.9% |
| 7D | +2.6% | +1.8% | +0.8% | +1.6% |
| 30D | +9.1% | -6.6% | +15.7% | +12.8% |
| 3M | +1.0% | -9.4% | +10.3% | +5.6% |
| 6M | +23.3% | -24.1% | +47.5% | +40.9% |
| YTD | +43.3% | +37.1% | +6.2% | +7.5% |
| 1Y | +35.9% | +24.5% | +11.4% | +8.6% |
| 3Y | +158.6% | +83.2% | +75.5% | +47.6% |
| 5Y | +213.1% | +44.0% | +169.2% | +116.5% |
| All | +213.1% | +44.9% | +168.2% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling