+44.7%
EWZ vs URI
+113.1%
-68.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +6.5% | -2.0% | +8.5% | +6.8% |
| 30D | +4.8% | -12.9% | +17.8% | +7.0% |
| 3M | +9.9% | -6.7% | +16.6% | +10.7% |
| 6M | +1.9% | +19.0% | -17.0% | -1.9% |
| YTD | +20.3% | +25.5% | -5.2% | +14.0% |
| 1Y | +35.6% | +5.5% | +30.1% | +32.6% |
| All | +44.7% | +113.1% | -68.4% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling