+142.5%
EFA vs URA
+380.3%
-237.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.5% | +5.7% | -6.2% | -1.8% |
| 30D | -1.3% | +5.6% | -6.9% | -2.8% |
| 3M | +5.2% | +6.2% | -1.0% | +3.2% |
| 6M | +9.4% | -8.2% | +17.6% | +10.4% |
| YTD | +12.7% | +9.7% | +3.1% | +8.1% |
| 1Y | +19.3% | +17.0% | +2.3% | +11.0% |
| 3Y | +66.3% | +118.5% | -52.1% | +26.5% |
| 5Y | +53.4% | +134.3% | -81.0% | +9.0% |
| All | +142.5% | +380.3% | -237.8% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling