+33.6%
EEM vs URA
+32.3%
+1.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.4% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -9.3% | -14.8% | +5.5% | -5.4% |
| 3M | -7.1% | -25.3% | +18.2% | +0.1% |
| 6M | -10.4% | -39.9% | +29.5% | +1.7% |
| YTD | +11.3% | -22.4% | +33.7% | +17.9% |
| 1Y | +11.3% | -29.0% | +40.2% | +19.9% |
| 3Y | +69.6% | +41.0% | +28.7% | +47.9% |
| 5Y | +33.6% | +38.3% | -4.7% | +11.4% |
| All | +33.6% | +32.3% | +1.3% | +11.4% |
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