+511.4%
EFX vs URA
-31.1%
+542.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.5% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | +0.1% | +7.4% | -7.3% | -1.7% |
| 3M | +3.8% | -8.4% | +12.2% | +4.9% |
| 6M | -13.5% | -12.7% | -0.8% | -12.4% |
| YTD | -17.7% | +7.8% | -25.5% | -21.9% |
| 1Y | -25.6% | +19.5% | -45.0% | -32.4% |
| 3Y | -12.1% | +116.4% | -128.5% | -34.6% |
| 5Y | -33.8% | +134.3% | -168.1% | -53.7% |
| 10Y | +45.1% | +359.3% | -314.1% | -22.2% |
| All | +511.4% | -31.1% | +542.5% | +406.7% |
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