+83.4%
EMR vs URA
+33.4%
+50.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -1.4% |
| 7D | -1.6% | -4.1% | +2.6% | -0.4% |
| 30D | +2.0% | -19.0% | +21.0% | +8.1% |
| 3M | +3.8% | -25.1% | +29.0% | +12.1% |
| 6M | +10.5% | -44.5% | +55.0% | +29.1% |
| YTD | +23.7% | -24.3% | +48.0% | +31.5% |
| 1Y | +25.4% | -28.1% | +53.5% | +34.9% |
| 3Y | +86.6% | +40.7% | +45.9% | +58.0% |
| All | +83.4% | +33.4% | +50.0% | +51.8% |
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