+160.9%
EFV vs URA
+277.9%
-117.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.0% | +2.9% | -3.9% | -1.7% |
| 30D | +3.1% | -10.8% | +13.9% | +5.6% |
| 3M | -1.2% | -25.5% | +24.3% | +5.1% |
| 6M | +5.6% | -41.2% | +46.9% | +18.1% |
| YTD | +15.8% | -21.3% | +37.1% | +19.2% |
| 1Y | +20.0% | -25.7% | +45.7% | +24.9% |
| 3Y | +91.0% | +43.1% | +47.9% | +60.2% |
| 5Y | +93.7% | +35.6% | +58.1% | +59.1% |
| 10Y | +160.9% | +281.3% | -120.4% | +31.1% |
| All | +160.9% | +277.9% | -117.0% | +31.1% |
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