+235.5%
EW vs URA
+278.3%
-42.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.4% |
| 7D | +11.0% | -4.1% | +15.1% | +11.9% |
| 30D | +19.1% | -19.0% | +38.1% | +24.3% |
| 3M | +14.4% | -25.1% | +39.5% | +20.9% |
| 6M | +22.8% | -44.5% | +67.3% | +37.6% |
| YTD | +19.8% | -24.3% | +44.1% | +23.5% |
| 1Y | +23.9% | -28.1% | +52.0% | +28.9% |
| 3Y | +52.2% | +40.7% | +11.5% | +26.5% |
| 5Y | -13.9% | +35.5% | -49.4% | -30.3% |
| All | +235.5% | +278.3% | -42.8% | +47.0% |
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 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