+75.4%
EMB vs URA
-31.1%
+106.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -0.3% | +7.4% | -7.7% | -0.9% |
| 3M | -0.4% | -8.4% | +8.0% | +0.1% |
| 6M | +0.1% | -12.7% | +12.8% | +0.8% |
| YTD | +1.6% | +7.8% | -6.2% | +0.2% |
| 1Y | +5.6% | +19.5% | -13.8% | +2.8% |
| 3Y | +29.8% | +116.4% | -86.6% | +18.3% |
| 5Y | +7.3% | +134.3% | -127.0% | -4.5% |
| 10Y | +30.4% | +359.3% | -328.8% | +5.9% |
| All | +75.4% | -31.1% | +106.5% | +54.5% |
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