+210.4%
URI vs ET
+235.7%
-25.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.1% |
| 3M | -6.2% | +13.1% | -19.3% | -13.3% |
| 6M | +25.9% | +18.7% | +7.2% | +12.3% |
| YTD | +26.2% | +37.4% | -11.3% | +2.1% |
| 1Y | +5.5% | +34.8% | -29.3% | -13.8% |
| 3Y | +125.0% | +96.8% | +28.2% | +44.4% |
| 5Y | +210.4% | +238.2% | -27.8% | +53.7% |
| All | +210.4% | +235.7% | -25.3% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling