+308.8%
EWY vs URA
+369.2%
-60.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +6.7% | +5.7% | +0.9% | +4.3% |
| 30D | +17.0% | +5.6% | +11.4% | +14.4% |
| 3M | +3.7% | +6.2% | -2.6% | +1.9% |
| 6M | +42.5% | -8.2% | +50.7% | +48.3% |
| YTD | +96.2% | +9.7% | +86.6% | +92.2% |
| 1Y | +160.4% | +17.0% | +143.4% | +145.6% |
| 3Y | +231.7% | +118.5% | +113.2% | +141.3% |
| 5Y | +153.3% | +134.3% | +18.9% | +68.5% |
| 10Y | +308.8% | +377.5% | -68.7% | +77.6% |
| All | +308.8% | +369.2% | -60.4% | +77.6% |
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 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