+55.0%
EWZ vs URA
+128.0%
-73.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | +9.9% | -8.4% | +18.3% | +11.5% |
| 6M | +1.9% | -12.7% | +14.7% | +4.1% |
| YTD | +20.3% | +7.8% | +12.5% | +16.8% |
| 1Y | +35.6% | +19.5% | +16.2% | +27.0% |
| 3Y | +43.4% | +116.4% | -73.0% | +12.4% |
| All | +55.0% | +128.0% | -73.0% | +17.3% |
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