+250.1%
EME vs URA
+119.4%
+130.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.2% |
| 7D | +5.2% | +8.1% | -2.9% | +1.8% |
| 30D | -5.4% | +5.8% | -11.1% | -7.8% |
| 3M | -6.1% | +3.4% | -9.5% | -8.0% |
| 6M | +9.7% | -2.6% | +12.3% | +8.9% |
| YTD | +26.6% | +11.2% | +15.4% | +17.5% |
| 1Y | +24.6% | +19.8% | +4.8% | +10.7% |
| All | +250.1% | +119.4% | +130.7% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling