+309.1%
EMR vs URA
-31.1%
+340.2%
-50.8%
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% | +1.5% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -5.6% | +7.4% | -13.0% | -8.0% |
| 3M | +7.9% | -8.4% | +16.3% | +10.4% |
| 6M | +6.0% | -12.7% | +18.7% | +9.6% |
| YTD | +16.4% | +7.8% | +8.7% | +11.4% |
| 1Y | +16.6% | +19.5% | -2.8% | +6.2% |
| 3Y | +62.9% | +116.4% | -53.6% | +15.6% |
| 5Y | +60.1% | +134.3% | -74.2% | +3.3% |
| 10Y | +268.8% | +359.3% | -90.5% | +67.8% |
| All | +309.1% | -31.1% | +340.2% | +211.3% |
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