+65.9%
EW vs URA
+35.4%
+30.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +4.9% | -1.5% | +6.5% | +5.0% |
| 30D | +23.9% | -10.4% | +34.4% | +25.2% |
| 3M | +15.8% | -29.6% | +45.4% | +19.5% |
| 6M | +31.7% | -40.3% | +71.9% | +37.9% |
| YTD | +25.7% | -25.5% | +51.2% | +27.9% |
| 1Y | +24.4% | -26.4% | +50.9% | +26.7% |
| 3Y | +65.9% | +31.4% | +34.4% | +47.2% |
| All | +65.9% | +35.4% | +30.5% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling