+230.2%
EWY vs URI
+126.5%
+103.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | +8.0% | +2.5% | +5.5% | +7.3% |
| 30D | +14.3% | -12.5% | +26.9% | +18.3% |
| 3M | +2.3% | -6.2% | +8.5% | +4.3% |
| 6M | +49.9% | +25.9% | +24.0% | +42.5% |
| YTD | +95.3% | +26.2% | +69.1% | +84.6% |
| 1Y | +161.7% | +5.5% | +156.2% | +157.0% |
| 3Y | +230.2% | +125.0% | +105.2% | +159.4% |
| All | +230.2% | +126.5% | +103.7% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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