+71.6%
EMB vs URA
-51.6%
+123.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | +1.3% | -19.0% | +20.3% | +3.0% |
| 3M | -2.2% | -25.1% | +22.9% | -0.1% |
| 6M | -2.3% | -44.5% | +42.1% | +2.0% |
| YTD | -0.6% | -24.3% | +23.7% | +0.7% |
| 1Y | +0.5% | -28.1% | +28.6% | +2.2% |
| 3Y | +29.4% | +40.7% | -11.3% | +22.2% |
| 5Y | +6.5% | +35.5% | -29.0% | -0.5% |
| 10Y | +29.8% | +281.2% | -251.4% | +7.1% |
| All | +71.6% | -51.6% | +123.2% | +55.4% |
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 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