+47.0%
EEM vs URA
+131.0%
-84.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | +3.1% | +8.1% | -5.0% | +1.1% |
| 30D | +4.9% | +5.8% | -0.9% | +3.2% |
| 3M | +5.2% | +3.4% | +1.8% | +4.0% |
| 6M | +20.7% | -2.6% | +23.3% | +20.7% |
| YTD | +26.5% | +11.2% | +15.3% | +22.3% |
| 1Y | +37.8% | +19.8% | +18.0% | +29.6% |
| 3Y | +91.0% | +121.5% | -30.5% | +50.6% |
| 5Y | +47.0% | +134.5% | -87.4% | +10.8% |
| All | +47.0% | +131.0% | -84.0% | +10.8% |
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