+236.1%
EW vs URA
+289.1%
-53.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +9.3% | +0.3% | +9.0% | +9.1% |
| 30D | +22.1% | -14.8% | +36.8% | +26.0% |
| 3M | +13.0% | -25.3% | +38.3% | +19.6% |
| 6M | +30.1% | -39.9% | +70.0% | +43.3% |
| YTD | +22.0% | -22.4% | +44.4% | +25.1% |
| 1Y | +23.7% | -29.0% | +52.7% | +29.1% |
| 3Y | +62.0% | +41.0% | +21.0% | +34.8% |
| 5Y | -12.4% | +38.3% | -50.8% | -29.4% |
| 10Y | +236.1% | +276.1% | -40.0% | +45.8% |
| All | +236.1% | +289.1% | -53.0% | +45.8% |
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