+3,414.3%
URI vs ET
+1,435.0%
+1,979.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | +0.9% | -2.9% | -2.4% |
| 30D | -12.9% | +7.5% | -20.4% | -15.9% |
| 3M | -6.7% | +11.4% | -18.1% | -11.5% |
| 6M | +19.0% | +18.5% | +0.5% | +9.5% |
| YTD | +25.5% | +37.4% | -11.8% | +7.7% |
| 1Y | +5.5% | +30.9% | -25.4% | -7.6% |
| 3Y | +111.3% | +98.7% | +12.6% | +53.1% |
| 5Y | +198.6% | +230.7% | -32.2% | +70.9% |
| 10Y | +1,179.9% | +175.6% | +1,004.3% | +636.7% |
| All | +3,414.3% | +1,435.0% | +1,979.3% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling