+1,457.8%
URI vs USFR
+28.6%
+1,429.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +9.1% | +0.4% | +8.7% | +8.8% |
| 3M | +1.0% | +1.1% | -0.1% | +0.4% |
| 6M | +23.3% | +2.1% | +21.3% | +21.9% |
| YTD | +43.3% | +3.4% | +39.9% | +40.4% |
| 1Y | +35.9% | +4.1% | +31.8% | +32.6% |
| 3Y | +158.6% | +14.4% | +144.2% | +137.4% |
| 5Y | +213.1% | +21.4% | +191.7% | +176.0% |
| 10Y | +1,213.1% | +28.5% | +1,184.5% | +1,021.9% |
| All | +1,457.8% | +28.6% | +1,429.3% | +1,226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling