+92.7%
USB vs URI
+1,357.5%
-1,264.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | +0.8% |
| 7D | -1.5% | -12.9% | +11.5% | +4.0% |
| 30D | +4.3% | -3.4% | +7.7% | +5.5% |
| 3M | -6.1% | -10.0% | +3.9% | -2.7% |
| 6M | +9.4% | +12.2% | -2.8% | +2.4% |
| YTD | +15.2% | +29.8% | -14.6% | -1.3% |
| 1Y | +32.8% | +24.6% | +8.1% | +15.7% |
| 3Y | +91.3% | +137.6% | -46.3% | +21.1% |
| 5Y | +22.7% | +176.6% | -154.0% | -29.3% |
| All | +92.7% | +1,357.5% | -1,264.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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