-21.0%
EWZ vs URA
-53.7%
+32.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | +0.4% |
| 7D | -4.2% | -13.3% | +9.1% | +0.9% |
| 30D | -26.1% | -25.9% | -0.3% | -17.8% |
| 3M | -12.0% | -27.8% | +15.7% | -1.7% |
| 6M | -19.3% | -42.8% | +23.6% | -2.6% |
| YTD | +0.9% | -27.5% | +28.4% | +9.7% |
| 1Y | +3.4% | -35.1% | +38.5% | +16.5% |
| 3Y | +18.6% | +31.1% | -12.5% | -5.6% |
| 5Y | +56.6% | +29.8% | +26.8% | +17.8% |
| 10Y | +50.3% | +265.1% | -214.8% | -38.0% |
| All | -21.0% | -53.7% | +32.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling