+154.5%
EWT vs URA
+132.7%
+21.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +2.1% | +5.7% | -3.6% | +0.5% |
| 30D | +9.4% | +5.6% | +3.8% | +7.5% |
| 3M | +10.9% | +6.2% | +4.7% | +8.8% |
| 6M | +57.9% | -8.2% | +66.2% | +60.4% |
| YTD | +75.9% | +9.7% | +66.3% | +69.9% |
| 1Y | +89.7% | +17.0% | +72.7% | +78.2% |
| 3Y | +200.9% | +118.5% | +82.4% | +134.1% |
| 5Y | +154.5% | +134.3% | +20.2% | +88.5% |
| All | +154.5% | +132.7% | +21.8% | +88.5% |
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