+1,151.9%
URI vs Z
-19.3%
+1,171.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +9.3% | -4.9% | +14.2% | +10.8% |
| 30D | +7.6% | +3.0% | +4.6% | +6.1% |
| 3M | +1.0% | -13.4% | +14.5% | +3.7% |
| 6M | +19.8% | -27.3% | +47.2% | +27.7% |
| YTD | +41.9% | -57.8% | +99.6% | +73.5% |
| 1Y | +33.4% | -60.0% | +93.4% | +65.5% |
| 3Y | +156.0% | -21.5% | +177.6% | +151.2% |
| 5Y | +209.5% | -55.0% | +264.5% | +234.3% |
| All | +1,151.9% | -19.3% | +1,171.1% | +808.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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