+148.1%
EWY vs URI
+206.8%
-58.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.6% |
| 3M | +2.3% | -6.2% | +8.5% | +4.4% |
| 6M | +49.9% | +25.9% | +24.0% | +40.8% |
| YTD | +95.3% | +26.2% | +69.1% | +82.2% |
| 1Y | +161.7% | +5.5% | +156.2% | +155.4% |
| 3Y | +230.2% | +125.0% | +105.2% | +150.7% |
| 5Y | +148.1% | +210.4% | -62.3% | +61.7% |
| All | +148.1% | +206.8% | -58.7% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling