+379.9%
EAT vs URA
+25.6%
+354.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -4.0% | -1.5% | -2.4% | -3.6% |
| 30D | -2.9% | -10.4% | +7.5% | +0.1% |
| 3M | -16.9% | -29.6% | +12.8% | -8.8% |
| 6M | +57.0% | -40.3% | +97.2% | +79.1% |
| YTD | +38.2% | -25.5% | +63.7% | +43.9% |
| 1Y | +69.3% | -26.4% | +95.7% | +76.2% |
| 3Y | +483.0% | +31.4% | +451.5% | +360.3% |
| All | +379.9% | +25.6% | +354.2% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling