+44.0%
EAT vs URA
+17.2%
+26.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +1.9% | +7.4% | -5.5% | +0.9% |
| 3M | +68.7% | -8.4% | +77.1% | +70.1% |
| 6M | +66.9% | -12.7% | +79.6% | +68.7% |
| YTD | +60.4% | +7.8% | +52.6% | +57.5% |
| 1Y | +44.0% | +19.5% | +24.5% | +34.0% |
| All | +44.0% | +17.2% | +26.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling