-2.1%
EME vs URA
-32.2%
+30.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.6% | -9.2% |
| 7D | -5.8% | -10.5% | +4.7% | -1.0% |
| 30D | -17.9% | -18.6% | +0.7% | -10.0% |
| 3M | -22.0% | -23.0% | +1.1% | -13.1% |
| 6M | -29.7% | -40.3% | +10.6% | -14.3% |
| YTD | +4.7% | -23.5% | +28.2% | +9.0% |
| 1Y | -2.1% | -31.1% | +29.0% | +7.0% |
| All | -2.1% | -32.2% | +30.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling