+1,576.1%
URI vs ESI
+177.3%
+1,398.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.0% | +0.9% | -2.9% |
| 7D | -12.9% | -13.1% | +0.2% | -6.3% |
| 30D | -3.4% | -18.5% | +15.1% | +6.9% |
| 3M | -10.0% | -19.6% | +9.6% | -0.2% |
| 6M | +12.2% | -29.8% | +42.0% | +31.4% |
| YTD | +29.8% | +23.9% | +5.9% | +9.6% |
| 1Y | +24.6% | +15.0% | +9.6% | +9.3% |
| 3Y | +137.6% | +64.3% | +73.2% | +68.2% |
| 5Y | +176.6% | +26.3% | +150.3% | +124.1% |
| 10Y | +1,402.6% | +321.7% | +1,080.8% | +585.1% |
| All | +1,576.1% | +177.3% | +1,398.8% | +808.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling