+342.0%
EAT vs URA
+128.0%
+214.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +1.9% | +7.4% | -5.5% | -0.3% |
| 3M | +68.7% | -8.4% | +77.1% | +71.1% |
| 6M | +66.9% | -12.7% | +79.6% | +70.4% |
| YTD | +60.4% | +7.8% | +52.6% | +52.2% |
| 1Y | +44.0% | +19.5% | +24.5% | +29.8% |
| 3Y | +604.7% | +116.4% | +488.3% | +402.5% |
| All | +342.0% | +128.0% | +214.0% | +195.9% |
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