+326.6%
EWY vs URA
-31.1%
+357.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.3% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +11.7% | +7.4% | +4.3% | +8.5% |
| 3M | -7.4% | -8.4% | +1.0% | -3.4% |
| 6M | +40.6% | -12.7% | +53.3% | +49.5% |
| YTD | +94.3% | +7.8% | +86.5% | +91.2% |
| 1Y | +164.3% | +19.5% | +144.8% | +146.6% |
| 3Y | +221.0% | +116.4% | +104.6% | +130.9% |
| 5Y | +139.1% | +134.3% | +4.8% | +56.5% |
| 10Y | +298.8% | +359.3% | -60.5% | +82.0% |
| All | +326.6% | -31.1% | +357.7% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling