+656.2%
EWT vs URA
-31.1%
+687.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.6% |
| 30D | +10.3% | +7.4% | +2.9% | +7.7% |
| 3M | +6.1% | -8.4% | +14.5% | +8.7% |
| 6M | +56.6% | -12.7% | +69.3% | +62.0% |
| YTD | +76.6% | +7.8% | +68.8% | +70.4% |
| 1Y | +97.9% | +19.5% | +78.4% | +82.7% |
| 3Y | +198.0% | +116.4% | +81.6% | +122.4% |
| 5Y | +151.8% | +134.3% | +17.5% | +73.6% |
| 10Y | +514.1% | +359.3% | +154.9% | +214.8% |
| All | +656.2% | -31.1% | +687.3% | +539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling