+202.1%
URI vs Z
-56.4%
+258.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.5% | -0.7% |
| 7D | -6.0% | -6.5% | +0.5% | -4.6% |
| 30D | +4.6% | -0.1% | +4.7% | +4.0% |
| 3M | -2.7% | -14.1% | +11.4% | -0.1% |
| 6M | +18.4% | -30.1% | +48.4% | +27.5% |
| YTD | +37.4% | -57.5% | +94.9% | +68.2% |
| 1Y | +30.4% | -60.3% | +90.7% | +62.7% |
| 3Y | +147.9% | -21.0% | +168.9% | +141.5% |
| 5Y | +202.1% | -54.9% | +257.0% | +212.1% |
| All | +202.1% | -56.4% | +258.5% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling