+1,236.8%
EWY vs URI
+7,460.5%
-6,223.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +4.8% | -2.0% | +6.8% | +5.4% |
| 30D | +11.7% | -12.9% | +24.6% | +15.8% |
| 3M | -7.4% | -6.7% | -0.7% | -5.4% |
| 6M | +40.6% | +19.0% | +21.6% | +33.4% |
| YTD | +94.3% | +25.5% | +68.7% | +80.8% |
| 1Y | +164.3% | +5.5% | +158.7% | +156.7% |
| 3Y | +221.0% | +111.3% | +109.7% | +152.5% |
| 5Y | +139.1% | +198.6% | -59.4% | +67.2% |
| 10Y | +298.8% | +1,179.9% | -881.1% | +74.8% |
| All | +1,236.8% | +7,460.5% | -6,223.6% | +139.8% |
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