+3,826.0%
URI vs ET
+1,287.7%
+2,538.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.5% |
| 7D | -4.0% | -4.4% | +0.4% | -1.9% |
| 30D | +6.8% | -4.8% | +11.6% | +9.1% |
| 3M | -2.8% | -3.4% | +0.6% | -1.4% |
| 6M | +20.9% | +2.2% | +18.7% | +19.1% |
| YTD | +40.2% | +24.2% | +16.0% | +25.9% |
| 1Y | +34.1% | +24.5% | +9.6% | +20.1% |
| 3Y | +164.1% | +83.6% | +80.5% | +98.4% |
| 5Y | +199.3% | +203.4% | -4.0% | +78.8% |
| 10Y | +1,218.8% | +166.5% | +1,052.3% | +673.5% |
| All | +3,826.0% | +1,287.7% | +2,538.3% | +423.9% |
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 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