+98.8%
EWY vs URA
+32.3%
+66.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.5% |
| 7D | -10.2% | +0.3% | -10.5% | -10.1% |
| 30D | -21.5% | -14.8% | -6.7% | -15.8% |
| 3M | -14.7% | -25.3% | +10.6% | -3.6% |
| 6M | -26.8% | -39.9% | +13.1% | -9.8% |
| YTD | +43.2% | -22.4% | +65.6% | +62.8% |
| 1Y | +48.7% | -29.0% | +77.7% | +73.0% |
| 3Y | +147.9% | +41.0% | +107.0% | +122.4% |
| 5Y | +98.8% | +38.3% | +60.5% | +66.2% |
| All | +98.8% | +32.3% | +66.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling