+418.9%
EME vs URA
+25.6%
+393.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +8.4% | -1.5% | +9.9% | +9.0% |
| 30D | -11.5% | -10.4% | -1.1% | -7.8% |
| 3M | -20.6% | -29.6% | +9.0% | -10.2% |
| 6M | -28.5% | -40.3% | +11.8% | -14.8% |
| YTD | +8.0% | -25.5% | +33.5% | +17.7% |
| 1Y | +6.8% | -26.4% | +33.2% | +16.7% |
| 3Y | +213.9% | +31.4% | +182.5% | +175.9% |
| All | +418.9% | +25.6% | +393.3% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling