+123.6%
EEM vs URA
+277.9%
-154.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | -6.2% | -10.8% | +4.6% | -3.1% |
| 3M | -5.2% | -25.5% | +20.3% | +3.0% |
| 6M | -8.1% | -41.2% | +33.1% | +6.6% |
| YTD | +14.0% | -21.3% | +35.3% | +20.4% |
| 1Y | +13.8% | -25.7% | +39.5% | +21.8% |
| 3Y | +73.7% | +43.1% | +30.7% | +46.0% |
| 5Y | +34.6% | +35.6% | -1.0% | +10.5% |
| 10Y | +123.6% | +281.3% | -157.7% | +5.2% |
| All | +123.6% | +277.9% | -154.4% | +5.2% |
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