+1,340.7%
URI vs EMB
+28.9%
+1,311.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | -0.1% | -9.7% | -9.7% |
| 30D | +1.7% | +1.3% | +0.4% | -0.3% |
| 3M | -9.1% | -2.2% | -6.8% | -5.6% |
| 6M | +9.9% | -2.3% | +12.2% | +14.2% |
| YTD | +31.2% | -0.6% | +31.8% | +32.6% |
| 1Y | +25.9% | +0.5% | +25.5% | +25.1% |
| 3Y | +147.4% | +29.4% | +118.0% | +65.2% |
| 5Y | +179.7% | +6.5% | +173.3% | +161.8% |
| All | +1,340.7% | +28.9% | +1,311.8% | +1,033.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling