+2.1%
EWZ vs URI
+31.9%
-29.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | +0.8% | +6.7% | -6.0% | +0.5% |
| 30D | -24.4% | +8.9% | -33.2% | -24.8% |
| 3M | -4.6% | +0.5% | -5.1% | -4.6% |
| 6M | -11.6% | +20.7% | -32.2% | -13.2% |
| YTD | +2.4% | +40.0% | -37.7% | -3.6% |
| 1Y | +2.1% | +34.4% | -32.3% | -2.6% |
| All | +2.1% | +31.9% | -29.9% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling