+266.6%
EW vs URA
+272.2%
-5.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | +4.9% | +4.5% | +0.5% | +3.9% |
| 30D | +24.1% | -13.4% | +37.5% | +27.6% |
| 3M | +13.7% | -28.4% | +42.1% | +21.3% |
| 6M | +32.7% | -40.5% | +73.2% | +46.5% |
| YTD | +24.1% | -24.3% | +48.4% | +27.8% |
| 1Y | +23.6% | -28.8% | +52.5% | +28.8% |
| 3Y | +64.8% | +37.6% | +27.2% | +37.9% |
| 5Y | -8.8% | +30.7% | -39.5% | -25.4% |
| All | +266.6% | +272.2% | -5.7% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling