+885.1%
EWY vs URI
+8,172.3%
-7,287.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -10.2% | -6.0% | -4.3% | -8.6% |
| 30D | -21.5% | +4.6% | -26.1% | -22.3% |
| 3M | -14.7% | -2.7% | -12.0% | -14.0% |
| 6M | -26.8% | +18.4% | -45.2% | -29.8% |
| YTD | +43.2% | +37.4% | +5.8% | +30.3% |
| 1Y | +48.7% | +30.4% | +18.4% | +37.1% |
| 3Y | +147.9% | +147.9% | 0.0% | +87.6% |
| 5Y | +98.8% | +202.1% | -103.2% | +39.1% |
| 10Y | +216.5% | +1,182.4% | -965.9% | +39.9% |
| All | +885.1% | +8,172.3% | -7,287.2% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling