-5.8%
EWZ vs URA
-31.1%
+25.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +6.5% | +1.1% | +5.4% | +6.0% |
| 30D | +4.8% | +7.4% | -2.5% | +1.8% |
| 3M | +9.9% | -8.4% | +18.3% | +12.3% |
| 6M | +1.9% | -12.7% | +14.7% | +5.1% |
| YTD | +20.3% | +7.8% | +12.5% | +13.5% |
| 1Y | +35.6% | +19.5% | +16.2% | +20.5% |
| 3Y | +43.4% | +116.4% | -73.0% | -5.5% |
| 5Y | +55.9% | +134.3% | -78.3% | -8.9% |
| 10Y | +84.2% | +359.3% | -275.1% | -29.0% |
| All | -5.8% | -31.1% | +25.3% | -34.4% |
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