+452.3%
EWT vs URA
+266.3%
+186.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +9.1% | -1.5% | +10.7% | +9.7% |
| 30D | -12.2% | -10.4% | -1.8% | -9.0% |
| 3M | -9.4% | -29.6% | +20.2% | +0.5% |
| 6M | +2.7% | -40.3% | +42.9% | +19.3% |
| YTD | +53.3% | -25.5% | +78.8% | +65.6% |
| 1Y | +59.2% | -26.4% | +85.6% | +72.0% |
| 3Y | +157.1% | +31.4% | +125.7% | +126.3% |
| 5Y | +119.6% | +28.6% | +91.0% | +87.5% |
| All | +452.3% | +266.3% | +186.0% | +191.3% |
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