+90.2%
EMR vs URA
+25.6%
+64.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +2.8% | -1.5% | +4.4% | +3.3% |
| 30D | +3.7% | -10.4% | +14.1% | +6.8% |
| 3M | +2.0% | -29.6% | +31.7% | +12.1% |
| 6M | +22.1% | -40.3% | +62.4% | +39.8% |
| YTD | +27.2% | -25.5% | +52.7% | +35.9% |
| 1Y | +32.0% | -26.4% | +58.4% | +41.2% |
| 3Y | +103.3% | +31.4% | +71.8% | +75.4% |
| All | +90.2% | +25.6% | +64.6% | +57.0% |
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