+230.2%
EWY vs URA
+121.0%
+109.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | -0.8% |
| 7D | +8.0% | +8.1% | -0.1% | +4.3% |
| 30D | +14.3% | +5.8% | +8.6% | +11.4% |
| 3M | +2.3% | +3.4% | -1.1% | +1.0% |
| 6M | +49.9% | -2.6% | +52.5% | +52.2% |
| YTD | +95.3% | +11.2% | +84.2% | +92.1% |
| 1Y | +161.7% | +19.8% | +141.9% | +148.6% |
| 3Y | +230.2% | +121.5% | +108.7% | +159.0% |
| All | +230.2% | +121.0% | +109.2% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling