+56.0%
EWZ vs URA
+32.3%
+23.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -26.2% | -14.8% | -11.4% | -23.4% |
| 3M | -8.6% | -25.3% | +16.7% | -2.4% |
| 6M | -17.0% | -39.9% | +22.9% | -7.0% |
| YTD | +2.2% | -22.4% | +24.6% | +6.9% |
| 1Y | +2.7% | -29.0% | +31.6% | +9.4% |
| 3Y | +18.2% | +41.0% | -22.8% | +1.4% |
| 5Y | +56.0% | +38.3% | +17.7% | +32.2% |
| All | +56.0% | +32.3% | +23.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling