+203.4%
URI vs EMB
+7.4%
+196.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | 0.0% | -2.0% | -1.9% |
| 30D | -12.9% | -0.3% | -12.6% | -12.6% |
| 3M | -6.7% | -0.4% | -6.3% | -6.2% |
| 6M | +19.0% | +0.1% | +18.9% | +18.8% |
| YTD | +25.5% | +1.6% | +23.9% | +22.6% |
| 1Y | +5.5% | +5.6% | -0.1% | -2.7% |
| 3Y | +111.3% | +29.8% | +81.5% | +46.4% |
| All | +203.4% | +7.4% | +196.0% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling