+382.0%
EAT vs URA
+371.9%
+10.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -4.5% |
| 7D | -4.9% | +8.1% | -13.0% | -7.7% |
| 30D | -1.2% | +5.8% | -7.0% | -3.6% |
| 3M | +52.2% | +3.4% | +48.8% | +48.4% |
| 6M | +65.0% | -2.6% | +67.7% | +62.4% |
| YTD | +55.0% | +11.2% | +43.9% | +42.2% |
| 1Y | +42.1% | +19.8% | +22.2% | +23.3% |
| 3Y | +614.7% | +121.5% | +493.3% | +348.7% |
| 5Y | +322.7% | +134.5% | +188.3% | +136.6% |
| 10Y | +382.0% | +376.7% | +5.4% | +49.2% |
| All | +382.0% | +371.9% | +10.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling