+4.7%
EFX vs URA
+49.7%
-45.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -0.9% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | +29.2% | -11.7% | +40.9% | +29.9% |
| 3M | +3.5% | -23.5% | +27.0% | +4.7% |
| 6M | +7.8% | -37.8% | +45.6% | +11.0% |
| YTD | -12.4% | -19.6% | +7.2% | -13.2% |
| 1Y | -8.2% | -24.8% | +16.5% | -8.4% |
| 3Y | +4.7% | +47.0% | -42.3% | -13.4% |
| All | +4.7% | +49.7% | -45.0% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling