+190.5%
EFV vs URA
-51.6%
+242.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | +0.7% | +4.5% | -3.7% | -0.6% |
| 30D | +2.0% | -13.4% | +15.4% | +5.8% |
| 3M | -1.6% | -28.4% | +26.8% | +6.9% |
| 6M | +5.8% | -40.5% | +46.2% | +20.1% |
| YTD | +15.6% | -24.3% | +39.9% | +20.8% |
| 1Y | +19.0% | -28.8% | +47.8% | +26.0% |
| 3Y | +90.7% | +37.6% | +53.1% | +57.4% |
| 5Y | +92.8% | +30.7% | +62.1% | +55.0% |
| 10Y | +160.5% | +266.8% | -106.3% | +31.2% |
| All | +190.5% | -51.6% | +242.1% | +172.8% |
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