+44.7%
EWZ vs URA
+114.7%
-70.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | +4.8% | +7.4% | -2.5% | +3.0% |
| 3M | +9.9% | -8.4% | +18.3% | +11.4% |
| 6M | +1.9% | -12.7% | +14.7% | +3.9% |
| YTD | +20.3% | +7.8% | +12.5% | +17.5% |
| 1Y | +35.6% | +19.5% | +16.2% | +28.2% |
| All | +44.7% | +114.7% | -70.0% | +15.9% |
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