+346.7%
EWZ vs URI
+5,478.1%
-5,131.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | +0.5% |
| 7D | -4.2% | -12.9% | +8.8% | -0.4% |
| 30D | -26.1% | -3.4% | -22.7% | -25.7% |
| 3M | -12.0% | -10.0% | -2.0% | -10.0% |
| 6M | -19.3% | +12.2% | -31.4% | -23.0% |
| YTD | +0.9% | +29.8% | -28.8% | -9.4% |
| 1Y | +3.4% | +24.6% | -21.2% | -6.2% |
| 3Y | +18.6% | +137.6% | -119.0% | -14.4% |
| 5Y | +56.6% | +176.6% | -120.0% | +4.6% |
| 10Y | +50.3% | +1,402.6% | -1,352.3% | -43.3% |
| All | +346.7% | +5,478.1% | -5,131.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling