+43.6%
EWZ vs URI
+1,374.0%
-1,330.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -1.5% | -9.8% | +8.3% | +1.5% |
| 30D | -24.5% | +1.7% | -26.3% | -25.3% |
| 3M | -10.7% | -9.1% | -1.6% | -8.8% |
| 6M | -19.1% | +9.9% | -28.9% | -22.7% |
| YTD | +1.6% | +31.2% | -29.6% | -10.3% |
| 1Y | +4.3% | +25.9% | -21.6% | -6.7% |
| 3Y | +19.0% | +147.4% | -128.4% | -20.2% |
| 5Y | +57.7% | +179.7% | -122.1% | -3.5% |
| All | +43.6% | +1,374.0% | -1,330.4% | -45.5% |
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