+1,521.6%
URI vs ESI
+224.6%
+1,297.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.1% |
| 7D | -2.0% | +3.3% | -5.3% | -3.6% |
| 30D | -12.9% | -5.9% | -7.1% | -10.3% |
| 3M | -6.7% | -14.1% | +7.4% | -0.3% |
| 6M | +19.0% | +6.6% | +12.4% | +11.1% |
| YTD | +25.5% | +45.0% | -19.5% | -1.4% |
| 1Y | +5.5% | +41.5% | -35.9% | -16.6% |
| 3Y | +111.3% | +78.8% | +32.5% | +44.8% |
| 5Y | +198.6% | +70.9% | +127.7% | +108.6% |
| 10Y | +1,179.9% | +317.1% | +862.8% | +471.8% |
| All | +1,521.6% | +224.6% | +1,297.0% | +717.3% |
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