+1,326.4%
URI vs USFR
+28.5%
+1,297.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | +1.7% | +0.4% | +1.3% | +1.5% |
| 3M | -9.1% | +1.1% | -10.1% | -9.6% |
| 6M | +9.9% | +2.1% | +7.8% | +8.5% |
| YTD | +31.2% | +3.4% | +27.8% | +28.6% |
| 1Y | +25.9% | +4.1% | +21.8% | +22.8% |
| 3Y | +147.4% | +14.4% | +133.0% | +127.1% |
| 5Y | +179.7% | +21.3% | +158.4% | +146.7% |
| 10Y | +1,419.5% | +28.5% | +1,391.1% | +1,198.7% |
| All | +1,326.4% | +28.5% | +1,297.9% | +1,115.2% |
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