+165.3%
EFV vs URA
+369.2%
-204.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.5% | +5.7% | -6.2% | -1.8% |
| 30D | 0.0% | +5.6% | -5.6% | -1.4% |
| 3M | +8.4% | +6.2% | +2.2% | +6.3% |
| 6M | +12.3% | -8.2% | +20.6% | +13.2% |
| YTD | +17.4% | +9.7% | +7.7% | +12.4% |
| 1Y | +27.1% | +17.0% | +10.1% | +18.2% |
| 3Y | +90.7% | +118.5% | -27.8% | +44.6% |
| 5Y | +95.6% | +134.3% | -38.7% | +38.1% |
| 10Y | +165.3% | +377.5% | -212.2% | +32.6% |
| All | +165.3% | +369.2% | -204.0% | +32.6% |
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