+99.1%
EEM vs URA
-31.1%
+130.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | +4.5% | +7.4% | -2.9% | +1.9% |
| 3M | -0.1% | -8.4% | +8.3% | +2.4% |
| 6M | +16.9% | -12.7% | +29.7% | +21.0% |
| YTD | +26.2% | +7.8% | +18.4% | +21.1% |
| 1Y | +40.5% | +19.5% | +21.1% | +28.2% |
| 3Y | +86.2% | +116.4% | -30.2% | +32.6% |
| 5Y | +45.5% | +134.3% | -88.8% | -5.9% |
| 10Y | +128.6% | +359.3% | -230.6% | +3.8% |
| All | +99.1% | -31.1% | +130.2% | +62.3% |
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