+55.0%
EWZ vs URI
+200.7%
-145.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +6.5% | -2.0% | +8.5% | +6.9% |
| 30D | +4.8% | -12.9% | +17.8% | +7.7% |
| 3M | +9.9% | -6.7% | +16.6% | +11.0% |
| 6M | +1.9% | +19.0% | -17.0% | -3.1% |
| YTD | +20.3% | +25.5% | -5.2% | +12.2% |
| 1Y | +35.6% | +5.5% | +30.1% | +31.5% |
| 3Y | +43.4% | +111.3% | -67.9% | +12.1% |
| All | +55.0% | +200.7% | -145.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling