+195.1%
EFA vs URA
-31.1%
+226.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +0.9% | +7.4% | -6.5% | -1.3% |
| 3M | +4.9% | -8.4% | +13.3% | +6.7% |
| 6M | +8.6% | -12.7% | +21.3% | +11.2% |
| YTD | +14.6% | +7.8% | +6.8% | +9.6% |
| 1Y | +22.6% | +19.5% | +3.2% | +12.2% |
| 3Y | +66.5% | +116.4% | -49.9% | +22.5% |
| 5Y | +54.5% | +134.3% | -79.7% | +5.0% |
| 10Y | +144.8% | +359.3% | -214.5% | +21.8% |
| All | +195.1% | -31.1% | +226.2% | +157.8% |
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