+1,295.9%
EME vs URA
+380.3%
+915.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +2.7% | +5.7% | -3.0% | +0.8% |
| 30D | -6.8% | +5.6% | -12.4% | -8.8% |
| 3M | -8.8% | +6.2% | -15.0% | -10.9% |
| 6M | +5.0% | -8.2% | +13.2% | +7.0% |
| YTD | +23.5% | +9.7% | +13.8% | +17.6% |
| 1Y | +21.3% | +17.0% | +4.3% | +12.0% |
| 3Y | +241.1% | +118.5% | +122.6% | +151.4% |
| 5Y | +549.2% | +134.3% | +414.8% | +341.0% |
| All | +1,295.9% | +380.3% | +915.6% | +589.4% |
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 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