+199.6%
EFV vs URA
-31.1%
+230.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | +1.7% | +7.4% | -5.6% | -0.5% |
| 3M | +8.6% | -8.4% | +17.0% | +10.4% |
| 6M | +11.7% | -12.7% | +24.4% | +14.2% |
| YTD | +19.3% | +7.8% | +11.5% | +13.8% |
| 1Y | +30.2% | +19.5% | +10.8% | +18.7% |
| 3Y | +91.6% | +116.4% | -24.8% | +39.5% |
| 5Y | +96.4% | +134.3% | -37.9% | +31.3% |
| 10Y | +166.5% | +359.3% | -192.8% | +28.4% |
| All | +199.6% | -31.1% | +230.7% | +156.9% |
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