+58.3%
EWZ vs URI
+199.0%
-140.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.9% | +0.6% |
| 7D | +1.4% | -4.0% | +5.4% | +2.1% |
| 30D | -25.1% | +6.8% | -31.9% | -26.3% |
| 3M | -7.7% | -2.8% | -4.9% | -7.6% |
| 6M | -15.8% | +20.9% | -36.7% | -20.0% |
| YTD | +3.6% | +40.2% | -36.6% | -6.0% |
| 1Y | +5.5% | +34.1% | -28.6% | -3.3% |
| 3Y | +22.1% | +164.1% | -142.0% | -10.5% |
| 5Y | +58.3% | +199.3% | -141.0% | +9.8% |
| All | +58.3% | +199.0% | -140.6% | +9.8% |
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