+132.3%
EEM vs URI
+1,196.9%
-1,064.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +2.0% | +5.0% | -3.0% | +0.8% |
| 30D | +5.1% | -9.4% | +14.5% | +7.5% |
| 3M | +4.6% | -5.8% | +10.4% | +5.8% |
| 6M | +17.8% | +25.8% | -8.1% | +10.1% |
| YTD | +25.8% | +27.9% | -2.1% | +16.5% |
| 1Y | +36.4% | +9.7% | +26.7% | +30.8% |
| 3Y | +90.0% | +128.0% | -38.0% | +46.7% |
| 5Y | +46.6% | +212.4% | -165.8% | +0.9% |
| 10Y | +132.3% | +1,271.8% | -1,139.6% | +14.8% |
| All | +132.3% | +1,196.9% | -1,064.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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