+308.7%
A vs URA
+289.1%
+19.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +4.3% | -14.8% | +19.1% | +7.7% |
| 3M | +19.8% | -25.3% | +45.1% | +26.8% |
| 6M | +54.4% | -39.9% | +94.3% | +70.0% |
| YTD | +31.7% | -22.4% | +54.1% | +35.1% |
| 1Y | +22.4% | -29.0% | +51.4% | +27.8% |
| 3Y | +67.7% | +41.0% | +26.7% | +41.6% |
| 5Y | +15.7% | +38.3% | -22.6% | -5.2% |
| 10Y | +308.7% | +276.1% | +32.6% | +116.3% |
| All | +308.7% | +289.1% | +19.6% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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