+229.5%
EWY vs URA
+266.3%
-36.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +4.2% | -1.5% | +5.8% | +4.9% |
| 30D | -10.7% | -10.4% | -0.3% | -6.3% |
| 3M | -20.1% | -29.6% | +9.6% | -7.8% |
| 6M | -24.3% | -40.3% | +16.0% | -6.4% |
| YTD | +46.9% | -25.5% | +72.3% | +68.3% |
| 1Y | +55.2% | -26.4% | +81.6% | +77.8% |
| 3Y | +157.0% | +31.4% | +125.5% | +129.7% |
| 5Y | +98.9% | +28.6% | +70.3% | +71.4% |
| All | +229.5% | +266.3% | -36.7% | +56.1% |
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