+1,330.4%
EAT vs URA
-51.6%
+1,382.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.3% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | +11.5% | -19.0% | +30.5% | +19.2% |
| 3M | -9.1% | -25.1% | +16.0% | -0.9% |
| 6M | +40.4% | -44.5% | +84.9% | +67.4% |
| YTD | +43.9% | -24.3% | +68.2% | +51.1% |
| 1Y | +101.9% | -28.1% | +130.1% | +114.6% |
| 3Y | +489.9% | +40.7% | +449.2% | +366.1% |
| 5Y | +362.6% | +35.5% | +327.2% | +255.0% |
| 10Y | +385.7% | +281.2% | +104.5% | +132.6% |
| All | +1,330.4% | -51.6% | +1,382.1% | +975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling