+555.6%
EWT vs URA
-51.6%
+607.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.7% |
| 7D | +13.2% | +4.5% | +8.8% | +11.8% |
| 30D | -14.3% | -13.4% | -0.9% | -10.2% |
| 3M | -8.4% | -28.4% | +20.0% | +1.4% |
| 6M | +3.7% | -40.5% | +44.2% | +21.2% |
| YTD | +53.1% | -24.3% | +77.3% | +64.8% |
| 1Y | +55.5% | -28.8% | +84.3% | +69.9% |
| 3Y | +155.6% | +37.6% | +118.0% | +120.0% |
| 5Y | +119.3% | +30.7% | +88.6% | +84.2% |
| 10Y | +446.2% | +266.8% | +179.4% | +199.5% |
| All | +555.6% | -51.6% | +607.2% | +518.6% |
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