+41.0%
EFX vs URA
+369.2%
-328.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.8% |
| 7D | -9.4% | +5.7% | -15.1% | -10.4% |
| 30D | -6.9% | +5.6% | -12.5% | -8.1% |
| 3M | +0.1% | +6.2% | -6.1% | -1.7% |
| 6M | -17.3% | -8.2% | -9.1% | -17.1% |
| YTD | -21.8% | +9.7% | -31.5% | -25.7% |
| 1Y | -32.5% | +17.0% | -49.5% | -37.9% |
| 3Y | -12.3% | +118.5% | -130.8% | -34.1% |
| 5Y | -36.6% | +134.3% | -171.0% | -54.9% |
| 10Y | +41.0% | +377.5% | -336.5% | -22.0% |
| All | +41.0% | +369.2% | -328.2% | -22.0% |
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