+179.2%
URI vs ESI
+28.5%
+150.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | 0.0% |
| 7D | -9.8% | -8.5% | -1.3% | -5.1% |
| 30D | +1.7% | -15.7% | +17.4% | +11.5% |
| 3M | -9.1% | -18.2% | +9.2% | +0.9% |
| 6M | +9.9% | -28.8% | +38.7% | +29.7% |
| YTD | +31.2% | +26.3% | +5.0% | +3.1% |
| 1Y | +25.9% | +18.2% | +7.7% | +3.1% |
| 3Y | +147.4% | +68.1% | +79.3% | +48.3% |
| All | +179.2% | +28.5% | +150.7% | +97.2% |
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