+125.0%
URI vs ET
+96.2%
+28.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -12.5% | +6.9% | -19.4% | -16.2% |
| 3M | -6.2% | +13.1% | -19.3% | -13.5% |
| 6M | +25.9% | +18.7% | +7.2% | +11.6% |
| YTD | +26.2% | +37.4% | -11.3% | +0.3% |
| 1Y | +5.5% | +34.8% | -29.3% | -15.2% |
| 3Y | +125.0% | +96.8% | +28.2% | +24.9% |
| All | +125.0% | +96.2% | +28.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling