-14.6%
EW vs URA
+33.4%
-47.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.5% |
| 7D | +11.0% | -4.1% | +15.1% | +11.8% |
| 30D | +19.1% | -19.0% | +38.1% | +23.6% |
| 3M | +14.4% | -25.1% | +39.5% | +20.1% |
| 6M | +22.8% | -44.5% | +67.3% | +36.0% |
| YTD | +19.8% | -24.3% | +44.1% | +22.8% |
| 1Y | +23.9% | -28.1% | +52.0% | +28.1% |
| 3Y | +52.2% | +40.7% | +11.5% | +24.0% |
| All | -14.6% | +33.4% | -47.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling