+747.7%
EEM vs URI
+11,642.6%
-10,894.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -4.0% | +1.0% |
| 7D | -0.1% | -4.0% | +3.9% | +0.9% |
| 30D | -8.6% | +6.8% | -15.4% | -10.4% |
| 3M | -7.0% | -2.8% | -4.2% | -6.6% |
| 6M | -9.7% | +20.9% | -30.6% | -14.8% |
| YTD | +12.1% | +40.2% | -28.1% | 0.0% |
| 1Y | +14.1% | +34.1% | -20.0% | +2.9% |
| 3Y | +72.1% | +164.1% | -92.0% | +24.5% |
| 5Y | +34.1% | +199.3% | -165.2% | -9.3% |
| 10Y | +109.6% | +1,218.8% | -1,109.2% | -15.8% |
| All | +747.7% | +11,642.6% | -10,894.9% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling