+241.1%
EWY vs URA
+287.0%
-45.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.6% |
| 7D | -2.8% | +2.9% | -5.7% | -3.7% |
| 30D | -13.1% | -10.8% | -2.3% | -8.7% |
| 3M | -11.6% | -25.5% | +13.9% | -0.4% |
| 6M | -23.4% | -41.2% | +17.9% | -4.9% |
| YTD | +52.0% | -21.3% | +73.3% | +70.4% |
| 1Y | +58.6% | -25.7% | +84.3% | +80.4% |
| 3Y | +163.3% | +43.1% | +120.3% | +127.7% |
| 5Y | +108.7% | +35.6% | +73.1% | +76.0% |
| All | +241.1% | +287.0% | -45.8% | +58.0% |
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