+18.1%
EWZ vs URA
+30.2%
-12.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | -0.4% |
| 7D | -4.2% | -13.3% | +9.1% | -1.2% |
| 30D | -26.1% | -25.9% | -0.3% | -21.2% |
| 3M | -12.0% | -27.8% | +15.7% | -5.9% |
| 6M | -19.3% | -42.8% | +23.6% | -9.6% |
| YTD | +0.9% | -27.5% | +28.4% | +7.4% |
| 1Y | +3.4% | -35.1% | +38.5% | +12.0% |
| All | +18.1% | +30.2% | -12.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling