-6.7%
EFX vs URA
-32.2%
+25.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.3% |
| 7D | +9.2% | -10.5% | +19.7% | +8.3% |
| 30D | +34.8% | -18.6% | +53.4% | +33.2% |
| 3M | +8.8% | -23.0% | +31.9% | +7.2% |
| 6M | +12.3% | -40.3% | +52.6% | +10.8% |
| YTD | -10.6% | -23.5% | +12.9% | -13.2% |
| 1Y | -6.7% | -31.1% | +24.4% | -8.9% |
| All | -6.7% | -32.2% | +25.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling