+204.5%
URI vs ESI
+36.5%
+168.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +6.7% | +5.5% | +1.2% | +3.6% |
| 30D | +8.9% | -7.8% | +16.6% | +13.4% |
| 3M | +0.5% | -15.0% | +15.5% | +9.3% |
| 6M | +20.7% | -24.9% | +45.6% | +38.6% |
| YTD | +40.0% | +33.2% | +6.8% | +6.8% |
| 1Y | +34.4% | +24.9% | +9.5% | +6.7% |
| 3Y | +149.5% | +77.8% | +71.7% | +44.7% |
| All | +204.5% | +36.5% | +168.0% | +118.2% |
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