+78.1%
EFX vs URA
+289.1%
-210.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +29.1% | -14.8% | +43.9% | +32.6% |
| 3M | +4.3% | -25.3% | +29.6% | +9.5% |
| 6M | +7.7% | -39.9% | +47.7% | +17.4% |
| YTD | -12.5% | -22.4% | +10.0% | -11.6% |
| 1Y | -8.8% | -29.0% | +20.1% | -6.4% |
| 3Y | +4.3% | +41.0% | -36.6% | -14.4% |
| 5Y | -29.4% | +38.3% | -67.7% | -43.9% |
| 10Y | +78.1% | +276.1% | -197.9% | -7.2% |
| All | +78.1% | +289.1% | -210.9% | -7.2% |
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