+334.6%
EMR vs URA
-51.6%
+386.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -1.6% |
| 7D | -1.6% | -4.1% | +2.6% | -0.2% |
| 30D | +2.0% | -19.0% | +21.0% | +9.1% |
| 3M | +3.8% | -25.1% | +29.0% | +13.5% |
| 6M | +10.5% | -44.5% | +55.0% | +32.5% |
| YTD | +23.7% | -24.3% | +48.0% | +32.4% |
| 1Y | +25.4% | -28.1% | +53.5% | +36.0% |
| 3Y | +86.6% | +40.7% | +45.9% | +52.9% |
| 5Y | +83.0% | +35.5% | +47.6% | +44.9% |
| 10Y | +319.5% | +281.2% | +38.3% | +101.6% |
| All | +334.6% | -51.6% | +386.3% | +270.0% |
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 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