+65.5%
EWZ vs URI
+1,190.2%
-1,124.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.8% |
| 7D | +1.3% | -6.0% | +7.3% | +3.1% |
| 30D | -26.2% | +4.6% | -30.8% | -27.6% |
| 3M | -8.6% | -2.7% | -5.9% | -8.6% |
| 6M | -17.0% | +18.4% | -35.4% | -22.8% |
| YTD | +2.2% | +37.4% | -35.2% | -11.5% |
| 1Y | +2.7% | +30.4% | -27.7% | -9.5% |
| 3Y | +18.2% | +147.9% | -129.7% | -21.7% |
| 5Y | +56.0% | +202.1% | -146.1% | -8.7% |
| All | +65.5% | +1,190.2% | -1,124.7% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling