+1,157.2%
URI vs USFR
+28.1%
+1,129.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | -12.5% | +0.3% | -12.9% | -12.9% |
| 3M | -6.2% | +1.0% | -7.2% | -7.2% |
| 6M | +25.9% | +1.9% | +23.9% | +23.0% |
| YTD | +26.2% | +2.7% | +23.5% | +22.1% |
| 1Y | +5.5% | +4.0% | +1.5% | +0.2% |
| 3Y | +125.0% | +14.0% | +110.9% | +87.6% |
| 5Y | +210.4% | +20.4% | +190.0% | +136.0% |
| 10Y | +1,157.2% | +28.1% | +1,129.1% | +779.1% |
| All | +1,157.2% | +28.1% | +1,129.1% | +779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling