+90.6%
EEM vs URA
+114.3%
-23.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +4.5% | +7.4% | -2.9% | +2.4% |
| 3M | -0.1% | -8.4% | +8.3% | +1.7% |
| 6M | +16.9% | -12.7% | +29.7% | +19.7% |
| YTD | +26.2% | +7.8% | +18.4% | +23.4% |
| 1Y | +40.5% | +19.5% | +21.1% | +32.8% |
| All | +90.6% | +114.3% | -23.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling