+56.6%
EWZ vs URI
+178.2%
-121.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -0.1% |
| 7D | -4.2% | -12.9% | +8.8% | -1.6% |
| 30D | -26.1% | -3.4% | -22.7% | -25.9% |
| 3M | -12.0% | -10.0% | -2.0% | -10.6% |
| 6M | -19.3% | +12.2% | -31.4% | -22.1% |
| YTD | +0.9% | +29.8% | -28.8% | -7.0% |
| 1Y | +3.4% | +24.6% | -21.2% | -3.8% |
| 3Y | +18.6% | +137.6% | -119.0% | -11.0% |
| 5Y | +56.6% | +176.6% | -120.0% | +10.4% |
| All | +56.6% | +178.2% | -121.6% | +10.4% |
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