+29.7%
EMB vs URA
+371.9%
-342.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | +0.3% | +8.1% | -7.8% | -0.4% |
| 30D | -0.5% | +5.8% | -6.3% | -1.0% |
| 3M | +0.3% | +3.4% | -3.1% | -0.2% |
| 6M | +1.2% | -2.6% | +3.8% | +0.9% |
| YTD | +1.5% | +11.2% | -9.7% | -0.4% |
| 1Y | +4.8% | +19.8% | -15.0% | +1.6% |
| 3Y | +30.4% | +121.5% | -91.1% | +16.9% |
| 5Y | +7.3% | +134.5% | -127.2% | -6.3% |
| 10Y | +29.7% | +376.7% | -347.0% | +1.0% |
| All | +29.7% | +371.9% | -342.2% | +1.0% |
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