+2,891.5%
EME vs URA
-31.1%
+2,922.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | -8.3% | +7.4% | -15.7% | -10.9% |
| 3M | -10.7% | -8.4% | -2.4% | -8.3% |
| 6M | +1.9% | -12.7% | +14.6% | +5.9% |
| YTD | +23.5% | +7.8% | +15.7% | +18.0% |
| 1Y | +18.0% | +19.5% | -1.5% | +7.6% |
| 3Y | +236.1% | +116.4% | +119.7% | +142.7% |
| 5Y | +527.9% | +134.3% | +393.6% | +312.3% |
| 10Y | +1,252.8% | +359.3% | +893.5% | +533.0% |
| All | +2,891.5% | -31.1% | +2,922.6% | +2,540.7% |
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