+353.6%
EWZ vs URI
+5,905.7%
-5,552.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.9% |
| 7D | -4.1% | -4.3% | +0.3% | -2.9% |
| 30D | -25.0% | +4.6% | -29.6% | -26.2% |
| 3M | -10.6% | -2.1% | -8.5% | -10.7% |
| 6M | -16.6% | +21.9% | -38.5% | -22.3% |
| YTD | +2.5% | +39.7% | -37.2% | -9.9% |
| 1Y | +8.1% | +32.9% | -24.8% | -3.6% |
| 3Y | +20.4% | +155.8% | -135.4% | -14.8% |
| 5Y | +62.7% | +202.4% | -139.7% | +6.0% |
| 10Y | +52.6% | +1,517.7% | -1,465.1% | -43.6% |
| All | +353.6% | +5,905.7% | -5,552.1% | -20.9% |
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 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