-19.3%
EWZ vs URA
-44.2%
+25.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | -0.4% |
| 7D | -4.2% | -13.3% | +9.1% | -1.3% |
| 30D | -26.1% | -25.9% | -0.3% | -21.2% |
| 3M | -12.0% | -27.8% | +15.7% | -6.0% |
| 6M | -19.3% | -42.8% | +23.6% | -10.2% |
| All | -19.3% | -44.2% | +25.0% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling