+724.1%
EEM vs URI
+10,887.0%
-10,162.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -2.8% | -9.8% | +7.0% | -0.1% |
| 30D | -11.9% | +1.7% | -13.7% | -12.4% |
| 3M | -8.8% | -9.1% | +0.3% | -6.7% |
| 6M | -11.6% | +9.9% | -21.5% | -14.4% |
| YTD | +9.0% | +31.2% | -22.2% | -1.0% |
| 1Y | +10.6% | +25.9% | -15.4% | +1.4% |
| 3Y | +64.4% | +147.4% | -83.0% | +21.1% |
| 5Y | +31.0% | +179.7% | -148.7% | -9.7% |
| 10Y | +105.6% | +1,419.5% | -1,313.9% | -21.2% |
| All | +724.1% | +10,887.0% | -10,162.8% | +29.4% |
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